Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-14
Energy ETF	0.093610
Consumer Staples ETF	-0.087285
Utilities ETF	-0.106792
Materials ETF	-0.127132
Health Care ETF	-0.132440
SP600	-0.137592
Industrials ETF	-0.154625
SP400	-0.169115
SP1500	-0.170565
SP500	-0.172195
Financials ETF	-0.177428
Real Estate ETF	-0.194242
Information Technology ETF	-0.223828
Communication Services ETF	-0.227572
Consumer Discretionary ETF	-0.252326

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Consumer Staples ETF	Utilities ETF	Materials ETF	Health Care ETF	SP600	Industrials ETF	SP400	SP1500	SP500	Financials ETF	Real Estate ETF	Information Technology ETF	Communication Services ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.010040	0.022113	0.026999	0.072895	0.018327	0.042167	0.031752	0.030375	0.030708	0.038955	0.017375	0.041388	-0.024136	0.028386
2017-09-30 00:00:00	0.069612	-0.012346	0.031518	0.066617	0.040565	0.064962	0.052781	0.035020	0.044807	0.045666	0.052789	0.008095	0.083223	0.015498	0.014521
2017-12-31 00:00:00	0.073946	0.059268	0.000687	0.071798	0.018576	0.038747	0.066175	0.074139	0.066880	0.069917	0.073683	0.012742	0.093087	0.000763	0.097848
2018-03-31 00:00:00	-0.078807	-0.073521	-0.033734	-0.072483	-0.020049	-0.011631	-0.033542	-0.003978	-0.021321	-0.024130	-0.015065	-0.086159	0.020711	-0.085669	-0.001942
2018-06-30 00:00:00	0.150528	0.006353	0.053422	0.036210	0.055259	0.106722	-0.008057	0.045520	0.052094	0.047568	-0.011331	0.094633	0.080437	0.035862	0.088528
2018-09-30 00:00:00	0.021911	0.050064	0.019751	0.007338	0.137698	0.032842	0.094874	0.032902	0.070536	0.078236	0.031675	0.000044	0.117719	0.023115	0.066008
2018-12-31 00:00:00	-0.267451	-0.055862	0.009925	-0.154310	-0.108129	-0.193040	-0.183620	-0.172165	-0.142834	-0.137319	-0.138848	-0.058855	-0.174415	-0.143117	-0.162070
2019-03-31 00:00:00	0.178564	0.111156	0.103055	0.126958	0.081835	0.124660	0.183161	0.157497	0.151853	0.144236	0.109942	0.173365	0.217473	0.139541	0.157197
2019-06-30 00:00:00	-0.048754	0.036556	0.035855	0.040951	0.017469	0.010843	0.034436	0.030815	0.039106	0.040369	0.067026	0.015389	0.054745	0.035928	0.040127
2019-09-30 00:00:00	-0.075658	0.056319	0.090872	-0.013089	-0.035439	-0.004200	0.004465	-0.009122	0.006291	0.011423	0.013235	0.075811	0.016115	-0.002023	0.002509
2019-12-31 00:00:00	0.054552	0.036517	0.002011	0.066971	0.147851	0.082573	0.058155	0.066590	0.090490	0.089876	0.096390	0.005745	0.139034	0.086727	0.056223
2020-03-31 00:00:00	-0.523877	-0.141472	-0.141270	-0.278876	-0.131539	-0.328050	-0.279339	-0.247693	-0.205302	-0.194477	-0.330709	-0.241350	-0.131215	-0.187109	-0.231167
2020-06-30 00:00:00	0.332245	0.094561	0.024507	0.260712	0.164463	0.223617	0.182339	0.259149	0.206715	0.201618	0.135641	0.135399	0.318555	0.224230	0.379795
2020-09-30 00:00:00	-0.188315	0.098022	0.051209	0.120651	0.062281	0.032878	0.118587	0.068091	0.086119	0.090383	0.028859	0.013268	0.120087	0.097573	0.192380
2020-12-31 00:00:00	0.300830	0.074374	0.073335	0.172363	0.101111	0.312278	0.178685	0.211458	0.132216	0.121185	0.253698	0.092916	0.138205	0.182130	0.172875
2021-03-31 00:00:00	0.324479	0.030385	0.031042	0.105419	0.025327	0.184526	0.116450	0.084662	0.070761	0.063518	0.165207	0.087920	0.015110	0.083288	0.073815
2021-06-30 00:00:00	0.126094	0.029888	-0.005272	0.049264	0.083442	0.043034	0.040613	0.033635	0.080495	0.083593	0.074954	0.115985	0.114030	0.108092	0.064435
2021-09-30 00:00:00	-0.026222	-0.018026	0.002739	-0.041816	0.000121	-0.030694	-0.043573	-0.024123	0.000378	0.002523	0.024323	-0.000098	0.006319	-0.021207	-0.012866
2021-12-31 00:00:00	0.050203	0.115277	0.124048	0.136524	0.077925	0.049293	0.080207	0.077726	0.103038	0.106772	0.042310	0.139811	0.141743	-0.037011	0.099010
2022-03-31 00:00:00	0.379204	-0.019862	0.034591	-0.014374	-0.045192	-0.058344	-0.041831	-0.089783	-0.049102	-0.049099	-0.032929	-0.065856	-0.090992	-0.114414	-0.103975
2022-06-14 00:00:00	0.093610	-0.087285	-0.106792	-0.127132	-0.132440	-0.137592	-0.154625	-0.169115	-0.170565	-0.172195	-0.177428	-0.194242	-0.223828	-0.227572	-0.252326

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-14 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Consumer Staples ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Utilities ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	Health Care ETF
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	SP600
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	SP1500
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	SP500
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Financials ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	Real Estate ETF
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Information Technology ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Communication Services ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-14
Information Technology ETF	0.101468
Consumer Discretionary ETF	0.100144
Energy ETF	0.080032
Materials ETF	0.068776
SP1500	0.067882
SP500	0.067058
SP600	0.066839
SP400	0.066560
Health Care ETF	0.065333
Communication Services ETF	0.063069
Real Estate ETF	0.062870
Financials ETF	0.050604
Industrials ETF	0.048315
Consumer Staples ETF	0.029348
Utilities ETF	0.021593

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-14 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-3.321707
1	SP1500	SPTM	-3.358764
2	SP400	MDYG	-4.591661
3	SP600	SLY	-4.866667

	Symbol	risk_trend_factor	Sector
3	VDE	1.395093	Energy ETF
2	VDC	-2.027309	Consumer Staples ETF
10	VPU	-2.036765	Utilities ETF
8	VAW	-2.726447	Materials ETF
9	VNQ	-2.883868	Real Estate ETF
5	VHT	-2.889925	Health Care ETF
4	VFH	-4.046674	Financials ETF
6	VIS	-4.146982	Industrials ETF
1	VCR	-4.247322	Consumer Discretionary ETF
7	VGT	-4.508045	Information Technology ETF
0	VOX	-6.489858	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

0.812633541825487

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:13: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index']] = spdr__i
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:1637: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  self._setitem_single_block(indexer, value, name)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:692: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  iloc._setitem_with_indexer(indexer, value, self.name)
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:14: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index_Symbol']] = spdr__

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1520

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')

	Symbol	latest_p	risk_trend_factor	adf	hurst	Sector	Market Index	vol_30d_2yr
0	ACC	64.419998	19.217024	0.979637	0.418255	error	SP400	13781055000.0
1	MTOR	36.0	5.543488	0.304331	0.434725	Consumer Cyclical	SP600	7888381900.0
2	Y	832.0	2.342256	0.38518	0.458449	Financial Services	SP400	828602100.0
3	TWI	19.15	1.92163	0.891295	0.499041	Industrials	SP600	5400736000.0
4	PBF	38.919998	1.908312	0.699548	0.555964	Energy	SP600	47517805800.0
5	SAFM	207.410004	1.772278	0.669942	0.477196	Consumer Defensive	SP400	2596619200.0
6	MPC	102.669998	1.736425	0.977688	0.523103	Energy	SP500	72756266000.0
7	DVN	70.589996	1.66933	0.988553	0.552856	Energy	SP500	121752263500.0
8	VLO	133.75	1.628343	0.922874	0.537334	Energy	SP500	46297639500.0
9	COP	111.489998	1.627301	0.980711	0.490397	Energy	SP500	96861604200.0
10	LNTH	62.580002	1.62217	0.98634	0.532554	Healthcare	SP600	7190737100.0
11	MRO	28.790001	1.564966	0.948885	0.544141	Energy	SP500	252220800100.0
12	APA	46.0	1.525584	0.413628	0.447575	Energy	SP500	105341198700.0
13	XOM	96.099998	1.519786	0.958139	0.535838	Energy	SP500	282584082100.0
14	NTUS	31.790001	1.497267	0.159539	0.413711	Healthcare	SP600	2379907100.0
15	BANF	91.309998	1.492805	0.916616	0.536421	error	SP600	1269485800.0
16	SM	48.68	1.482713	0.962497	0.477599	Energy	SP600	43971070600.0
17	FANG	149.630005	1.431262	0.795622	0.471983	Energy	SP500	30862818500.0
18	MUSA	233.460007	1.409106	0.994555	0.410124	Consumer Cyclical	SP400	2942817400.0
19	VDE	117.059998	1.395093	0.890286	0.520485	error	NaN	13219432500.0
20	PDCE	81.650002	1.370913	0.723739	0.494349	Energy	SP400	12710569500.0
21	MTDR	61.389999	1.32419	0.97374	0.466991	Energy	SP400	25155623800.0
22	CVX	167.550003	1.282539	0.949121	0.497243	Energy	SP500	121494374800.0
23	DINO	52.709999	1.260593	0.358718	0.56268	Energy	SP400	26318648400.0
24	MCK	306.519989	1.252954	0.998289	0.462444	Healthcare	SP500	11748608200.0
25	PXD	264.549988	1.247964	0.912273	0.497407	Energy	SP500	24263857900.0
26	HRB	34.380001	1.229135	0.725167	0.435532	Consumer Cyclical	SP400	27760839000.0
27	SWX	87.040001	1.106403	0.145807	0.399565	Utilities	SP400	4573768600.0
28	CIVI	72.260002	1.099358	0.000891	0.485954	Energy	SP600	5736171600.0
29	CEIX	48.619999	1.087891	0.88812	0.521633	Energy	SP600	5252640900.0
30	CTRA	31.110001	1.075726	0.297053	0.466999	Energy	SP500	85091501400.0
31	EOG	131.259995	1.058399	0.811415	0.485527	Energy	SP500	49783403200.0
32	ROCC	45.240002	1.052877	0.622824	0.579733	Energy	SP600	6186219000.0
33	HES	120.07	1.04224	0.938257	0.449035	Energy	SP500	24607383000.0
34	TVTY	31.6	1.0	0.510164	0.449517	error	SP600	5611692500.0
35	OXY	62.09	0.96757	0.738509	0.544974	Energy	SP500	256214422000.0
36	MUR	41.580002	0.843595	0.791664	0.454943	Energy	SP400	33077715200.0
37	AZPN	184.309998	0.82682	0.752504	0.381769	Technology	SP400	4840968000.0

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

Symbol
ACC     13781055000.0
MTOR     7888381900.0
Y         828602100.0
TWI      5400736000.0
PBF     47517805800.0
            ...      
GXO               NaN
CCSI              NaN
AIRC              NaN
HRMY              NaN
JW-A          missing
Name: vol_30d_2yr, Length: 1520, dtype: object

C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\distributed\client.py:1265: VersionMismatchWarning: Mismatched versions found

+-------------+---------------+---------------+---------------+
| Package     | client        | scheduler     | workers       |
+-------------+---------------+---------------+---------------+
| dask        | 2022.01.1     | 2021.11.2     | 2021.11.2     |
| distributed | 2022.01.1     | 2021.11.2     | 2021.11.2     |
| lz4         | 3.1.3         | 3.1.10        | 3.1.10        |
| python      | 3.9.7.final.0 | 3.9.9.final.0 | 3.9.9.final.0 |
| toolz       | 0.11.1        | 0.11.2        | 0.11.2        |
+-------------+---------------+---------------+---------------+
  warnings.warn(version_module.VersionMismatchWarning(msg[0]["warning"]))

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 880461857300.0
Sector 1YMF: -263.8100280761719
1YMF: 0.0022075805827187875
risk trend factor: -3.321707170400029
      totalAssets  trailingPE
SPY  3.710190e+11     2.63136

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	373.869995	377.05431	400.804286	424.554262	422.745398	23.333621	376.078155	469.41264

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	0.002208	373.869995	880461857300.0	0.413919	0.695366	0.422162

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [896.8975766275627, 896.8975918004722, 896.8975735235356, 896.8975999236275]
inner cv sdevs: [664.5686910942507, 664.5686789100486, 664.5686719967034, 664.5686974109883]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 896.8975735235356 664.5686719967034
test cv mean error, stdev (10 folds): [944.4210566860951, 678.9502274418586]
sell date: 2022-08-28
expected return: 0.031069868742507327
discounted return: 0.00041355806825960073
quarter return: 1.0387722397385468

['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 5201844300.0
Sector 1YMF: -32.58000946044922
1YMF: 0.0030551471907761638
risk trend factor: -3.3587635977232946
Empty DataFrame
Columns: []
Index: [SPTM]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	46.099998	46.489957	49.444444	52.398932	52.094127	2.828054	46.43802	57.750234

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	0.003055	46.099998	5201844300.0	0.423367	0.683931	0.429284

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [13.691379393897245, 13.691379393897245, 13.691379421717125, 13.691379219975392]
inner cv sdevs: [10.047228454226708, 10.047228454226708, 10.047228450840223, 10.047228107538883]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 13.691379219975392 10.047228107538883
test cv mean error, stdev (10 folds): [14.411595905559233, 10.263315717261595]
sell date: 2022-08-28
expected return: 0.03377647922453026
discounted return: 0.00044900052402097046
quarter return: 1.042163433829165

['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2570312700.0
Sector 1YMF: -63.869998931884766
1YMF: 0.0011014613124698796
risk trend factor: -4.591660649354175
Empty DataFrame
Columns: []
Index: [MDYG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	61.66	61.685558	66.113175	70.540792	69.694445	3.996942	61.70056	77.688329

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.001101	61.66	2570312700.0	0.308819	0.549257	0.452092

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [36.61053237685582, 36.61053239832299, 36.61053237685582, 36.61053232137597]
inner cv sdevs: [32.65372604592799, 32.65372602719306, 32.65372604592799, 32.65372601883619]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 36.61053232137597 32.65372601883619
test cv mean error, stdev (10 folds): [39.399144320764556, 32.975028200307406]
sell date: 2022-08-14
expected return: 0.044351153582295647
discounted return: 0.0007235247330383832
quarter return: 1.0688039361821564

['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 928269400.0
Sector 1YMF: -69.3499984741211
1YMF: 0.0022254315395940014
risk trend factor: -4.866666559587445
      totalAssets
SLY  1.703341e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	80.730003	80.784692	85.904285	91.023878	88.959683	4.13917	80.681342	97.238024

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	0.002225	80.730003	928269400.0	0.502933	0.580461	0.514913

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [63.2394369051782, 63.2394368196984, 63.23943695976586, 63.239436960512734]
inner cv sdevs: [56.49895888480584, 56.49895893730717, 56.49895924650045, 56.49895910269093]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 63.2394368196984 56.49895893730717
test cv mean error, stdev (10 folds): [66.84056960033242, 58.0404678456298]
sell date: 2022-08-14
expected return: 0.0453239070838725
discounted return: 0.0007390529038044935
quarter return: 1.0703307944202143

symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 13219432500.0
Sector 1YMF: 43.219993591308594
1YMF: 0.0015231818763778249
risk trend factor: 1.395093250744777
      totalAssets  trailingPE
VDE  9.791998e+09    9.531159

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	117.059998	110.042752	120.133016	130.223281	112.220159	6.984736	98.250688	126.189631

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	0.001523	117.059998	13219432500.0	0.85821	0.890286	0.520485

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [159.12369199654069, 159.12369203331647, 159.1236920328821, 159.1236921381809]
inner cv sdevs: [181.54981239622683, 181.54981234355023, 181.54981238173517, 181.54981243891243]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 159.12369199654069 181.54981239622683
test cv mean error, stdev (10 folds): [174.1935106323338, 183.7342484583649]
sell date: 2022-09-18
expected return: 0.09949443558493525
discounted return: 0.000998924594639794
quarter return: 1.0962060713271222

['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 1677598400.0
Sector 1YMF: -66.07002258300781
1YMF: 0.0028162878553055367
risk trend factor: -2.0273089620421954
      totalAssets
VDC  8.239956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	178.809998	178.659124	188.147461	197.635797	195.320794	7.023074	181.274647	209.366942

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	0.002816	178.809998	1677598400.0	0.516069	0.790338	0.356259

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [78.12379230339916, 78.12374333491836, 78.1237918402513, 78.12380427872517]
inner cv sdevs: [41.898262859542285, 41.8981972659733, 41.89826163735926, 41.89824319907534]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 78.12374333491836 41.8981972659733
test cv mean error, stdev (10 folds): [78.14556971924652, 43.94319756772432]
sell date: 2022-07-24
expected return: 0.042086603909973055
discounted return: 0.0010576115189662172
quarter return: 1.102134598042263

['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 2572686100.0
Sector 1YMF: -49.86000061035156
1YMF: 0.002030212702591272
risk trend factor: -2.0367650862888413
      totalAssets
VPU  7.799146e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	144.529999	149.475374	158.290953	167.106531	159.121428	4.658368	149.804693	168.438164

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	0.00203	144.529999	2572686100.0	0.51674	0.602637	0.294964

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [49.03168023764127, 49.03168018678877, 49.031678804539226, 49.03168022067991]
inner cv sdevs: [48.373685674526264, 48.37368568992851, 48.3736870768259, 48.37368568649664]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 49.031678804539226 48.3736870768259
test cv mean error, stdev (10 folds): [49.98076532987001, 50.637006471544105]
sell date: 2022-06-19
expected return: 0.045292998193906614
discounted return: 0.01113585391390437
quarter return: 2.7699692658469064

['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 1374740100.0
Sector 1YMF: -89.99998474121094
1YMF: 0.0017602599938708414
risk trend factor: -2.7264465228121475
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	169.380005	171.785257	183.917777	196.050297	188.386984	6.915825	174.555335	202.218634

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	0.00176	169.380005	1374740100.0	0.6301	0.73357	0.42923

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [212.1723743013601, 212.17237472139814, 212.17231727637093, 212.1723741667365]
inner cv sdevs: [126.59214261995862, 126.59214236505552, 126.59208819743209, 126.59214272719368]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 212.17231727637093 126.59208819743209
test cv mean error, stdev (10 folds): [228.72672795234553, 120.8867830781834]
sell date: 2022-07-10
expected return: 0.050287380858997095
discounted return: 0.001964479978523004
quarter return: 1.1978818448451296

['options', ('2022-08-19',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 52794532700.0
Sector 1YMF: -77.22999572753906
1YMF: 0.0022024174484264352
risk trend factor: -2.8838677089514886
      totalAssets
VNQ  8.281489e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	87.32	89.87477	96.078254	102.281738	102.636985	6.527182	89.58262	115.691349

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	0.002202	87.32	52794532700.0	0.287515	0.45398	0.395523

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [41.756251115882506, 41.75625167587673, 41.75625131264041, 41.75625059335419]
inner cv sdevs: [38.32586931416017, 38.32586902394019, 38.32586941101985, 38.32586950116114]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 41.75625059335419 38.32586950116114
test cv mean error, stdev (10 folds): [42.99933367958127, 39.98451798555243]
sell date: 2022-07-17
expected return: 0.04148155644509356
discounted return: 0.0012709404898285648
quarter return: 1.1239533922404303

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 2748002700.0
Sector 1YMF: -120.76998901367188
1YMF: 0.0022806018349254167
risk trend factor: -2.889924965769055
      totalAssets  trailingPE
VHT  1.944618e+10    5.167231

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	220.690002	225.697492	236.696032	247.694571	245.267301	10.459678	224.347945	266.186656

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	0.002281	220.690002	2748002700.0	0.412621	0.648137	0.33236

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [277.7451461581983, 277.74514641528134, 277.74514615819834, 277.7451482209096]
inner cv sdevs: [225.18617390971545, 225.18617362877762, 225.18617390971548, 225.1861792107841]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 277.7451461581983 225.18617390971545
test cv mean error, stdev (10 folds): [275.74009022599625, 236.08361573141826]
sell date: 2022-08-14
expected return: 0.04074255717420015
discounted return: 0.0006657958047198154
quarter return: 1.063146419894677

['options', ('2022-06-17',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 8469515700.0
Sector 1YMF: -69.35999298095703
1YMF: 0.002096259175716505
risk trend factor: -4.046674180329693
      totalAssets
VFH  1.055284e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	76.82	77.599922	83.310159	89.020397	87.703016	5.254499	77.194017	98.212014

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	0.002096	76.82	8469515700.0	0.458719	0.51009	0.491558

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [47.77495539390786, 47.77477717060499, 47.77495539310583, 47.774779266669796]
inner cv sdevs: [37.0613852002491, 37.0609710561574, 37.06138519880584, 37.060970467417356]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 47.77477717060499 37.0609710561574
test cv mean error, stdev (10 folds): [50.45041356796897, 37.843917916741894]
sell date: 2022-08-28
expected return: 0.03337692248609594
discounted return: 0.0004437741816722962
quarter return: 1.0416626810895997

['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 1731436900.0
Sector 1YMF: -127.81001281738281
1YMF: 0.0013972787573142285
risk trend factor: -4.146981909279044
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	164.399994	164.489515	174.358095	184.226675	182.881746	9.185573	164.5106	201.252892

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.001397	164.399994	1731436900.0	0.479391	0.528815	0.471381

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [207.63819325037574, 207.63819516158262, 207.6381944475033, 207.63819411812776]
inner cv sdevs: [188.5332848050259, 188.5332870870547, 188.5332874889668, 188.53328464938414]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 207.63819325037574 188.5332848050259
test cv mean error, stdev (10 folds): [224.84316841469064, 189.32289107705722]
sell date: 2022-07-10
expected return: 0.02995976022883286
discounted return: 0.0011814867557888853
quarter return: 1.114752737423006

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 1325765300.0
Sector 1YMF: -352.9100036621094
1YMF: 0.0021034643160444764
risk trend factor: -4.247321632052965
      totalAssets
VCR  6.015592e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	228.220001	224.528255	245.745873	266.963491	274.465714	26.880962	220.70379	328.227637

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	0.002103	228.220001	1325765300.0	0.219627	0.651501	0.471679

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [887.9501604558427, 887.9502091412995, 887.9502212350785, 887.9501531238255]
inner cv sdevs: [918.1708574434468, 918.1710243556035, 918.17102634911, 918.170860712812]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 887.9501531238255 918.170860712812
test cv mean error, stdev (10 folds): [969.5163536543694, 924.2069236512151]
sell date: 2022-07-24
expected return: 0.04671037183047765
discounted return: 0.001171256331887971
quarter return: 1.1137052585072091

['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 7337614600.0
Sector 1YMF: -353.0699768066406
1YMF: 0.00219037124135683
risk trend factor: -4.508044961227624
      totalAssets
VGT  5.044675e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	323.26001	323.523724	348.914604	374.305484	375.414605	28.155127	319.104351	431.724859

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	0.00219	323.26001	7337614600.0	0.279559	0.700663	0.427795

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [1125.880633382814, 1125.8229762481571, 1125.8229351078967, 1125.8230119060377]
inner cv sdevs: [1141.3577032498895, 1141.361590216077, 1141.3616404460613, 1141.3615873812503]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 1125.8229351078967 1141.3616404460613
test cv mean error, stdev (10 folds): [1191.988051865975, 1176.784160315662]
sell date: 2022-07-24
expected return: 0.04323195124407209
discounted return: 0.0010858080331990205
quarter return: 1.1049942653660179

['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 2369729400.0
Sector 1YMF: -166.4000015258789
1YMF: 0.0030011443500679866
risk trend factor: -6.489857877273307
Empty DataFrame
Columns: []
Index: [VOX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	92.730003	94.556122	100.620159	106.684195	108.598413	8.932614	90.733184	126.463641

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	0.003001	92.730003	2369729400.0	0.05763	0.716865	0.511705

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [99.46173530143805, 99.46164781888719, 99.4616511136766, 99.4616460371224]
inner cv sdevs: [92.64433422592688, 92.6443665612294, 92.64437259414846, 92.64436860691903]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 99.4616460371224 92.64436860691903
test cv mean error, stdev (10 folds): [106.36093060200218, 94.43344422898768]
sell date: 2022-09-11
expected return: 0.062358399468594755
discounted return: 0.0006876379265265964
quarter return: 1.0652834865496712

['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 13781055000.0
Sector 1YMF: 20.369998931884766
1YMF: 0.004415184468823323
risk trend factor: 19.217024385328497
Empty DataFrame
Columns: []
Index: [ACC]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	64.419998	64.395295	64.757143	65.118991	61.641746	4.162777	53.316192	69.967301

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	0.004415	64.419998	13781055000.0	0.976574	0.979637	0.418255

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [17.384967300438674, 17.38496741224909, 17.38496741224909, 17.384968377006693]
inner cv sdevs: [12.106773591116221, 12.106773615356733, 12.106773615356733, 12.106773832025187]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 17.384967300438674 12.106773591116221
test cv mean error, stdev (10 folds): [18.106530539963796, 12.470131423085485]
sell date: 2022-07-17
expected return: 0.02634446503992094
discounted return: 0.0008129373267091733
quarter return: 1.0776253287707782

['options', ('2022-06-17',)]
symbol: MTOR
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 7888381900.0
Sector 1YMF: 2.549999237060547
1YMF: 0.003133037968154153
risk trend factor: 5.543487635380559
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
MTOR  1.754411        1.434      172.571          0.727  339000000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MTOR        0.0863  8.103372     57375000      0.13162    505000000   

     heldPercentInstitutions    industry   marketCap operatingCashflow  \
MTOR                 0.95489  Auto Parts  2526940672         132000000   

     operatingMargins payoutRatio pegRatio priceToBook  \
MTOR          0.06059           0     0.46    4.404006   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MTOR                     0.643315       0.05626      0.682        0.04977   

     returnOnEquity revenueGrowth revenuePerShare             sector  \
MTOR        0.39069         0.107          55.169  Consumer Cyclical   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
MTOR          70076000       3.99  113000000             1.597  1100999936   

     totalRevenue trailingPE  
MTOR   3928000000  13.228173  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	36.0	35.938587	36.097143	36.255698	35.866508	0.249917	35.366673	36.366342

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	0.003133	36.0	7888381900.0	0.983462	0.304331	0.434725

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [15.364658655428217, 15.364658674848744, 15.364658672298736, 15.36465865547079]
inner cv sdevs: [8.761209278344097, 8.761209272512293, 8.761209274259965, 8.761209282232448]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 15.364658655428217 8.761209278344097
test cv mean error, stdev (10 folds): [14.849095111304726, 9.028333362677202]
sell date: 2022-07-10
expected return: 0.017131949015148844
discounted return: 0.000679704975934392
quarter return: 1.064506823586518

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.610000e+08  7.980000e+08  7.920000e+08   
Total Liab                        2.409000e+09  2.323000e+09  2.390000e+09   
Total Stockholder Equity          5.970000e+08  5.740000e+08  6.160000e+08   
Minority Interest                 4.100000e+07  4.100000e+07  3.900000e+07   
Other Current Liab                1.920000e+08  1.700000e+08  1.670000e+08   
Total Assets                      3.047000e+09  2.938000e+09  3.045000e+09   
Common Stock                      1.060000e+08  1.050000e+08  1.060000e+08   
Other Current Assets              6.900000e+07  5.000000e+07  6.100000e+07   
Retained Earnings                 1.006000e+09  9.350000e+08  8.730000e+08   
Other Liab                        4.030000e+08  3.620000e+08  4.390000e+08   
Good Will                         5.070000e+08  5.070000e+08  5.100000e+08   
Treasury Stock                   -1.276000e+09 -1.264000e+09 -1.155000e+09   
Other Assets                      4.990000e+08  4.340000e+08  5.080000e+08   
Cash                              1.130000e+08  1.010000e+08  1.380000e+08   
Total Current Liabilities         9.790000e+08  9.000000e+08  9.400000e+08   
Deferred Long Term Asset Charges  4.100000e+07  4.200000e+07  3.100000e+07   
Short Long Term Debt              7.400000e+07  1.500000e+07  1.900000e+07   
Other Stockholder Equity         -6.440000e+08 -6.320000e+08 -5.570000e+08   
Property Plant Equipment          5.080000e+08  5.790000e+08  5.060000e+08   
Total Current Assets              1.404000e+09  1.286000e+09  1.397000e+09   
Long Term Investments             1.290000e+08  1.320000e+08  1.240000e+08   
Net Tangible Assets               9.000000e+07  6.700000e+07  1.060000e+08   
Net Receivables                   5.550000e+08  5.340000e+08  6.350000e+08   
Long Term Debt                    1.017000e+09  9.990000e+08  1.000000e+09   
Inventory                         6.670000e+08  6.010000e+08  5.630000e+08   
Accounts Payable                  6.350000e+08  5.730000e+08  6.330000e+08   

                                    2021-03-31  
Capital Surplus                   7.880000e+08  
Total Liab                        2.527000e+09  
Total Stockholder Equity          5.770000e+08  
Minority Interest                 3.600000e+07  
Other Current Liab                1.760000e+08  
Total Assets                      3.140000e+09  
Common Stock                      1.060000e+08  
Other Current Assets              7.200000e+07  
Retained Earnings                 8.310000e+08  
Other Liab                        4.520000e+08  
Good Will                         5.100000e+08  
Treasury Stock                   -1.148000e+09  
Other Assets                      5.020000e+08  
Cash                              3.210000e+08  
Total Current Liabilities         8.890000e+08  
Deferred Long Term Asset Charges  3.000000e+07  
Short Long Term Debt              1.700000e+07  
Other Stockholder Equity         -5.750000e+08  
Property Plant Equipment          5.020000e+08  
Total Current Assets              1.507000e+09  
Long Term Investments             1.190000e+08  
Net Tangible Assets               6.700000e+07  
Net Receivables                   6.040000e+08  
Long Term Debt                    1.176000e+09  
Inventory                         5.100000e+08  
Accounts Payable                  5.930000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities  -16000000.0  -16000000.0   
Net Borrowings                              50000000.0   50000000.0   
Total Cash From Financing Activities        50000000.0   50000000.0   
Change To Operating Activities             -63000000.0  -63000000.0   
Net Income                                  54000000.0   62000000.0   
Change In Cash                              12000000.0   12000000.0   
Effect Of Exchange Rate                     -1000000.0   -1000000.0   
Total Cash From Operating Activities       -21000000.0  -21000000.0   
Depreciation                                25000000.0   25000000.0   
Other Cashflows From Investing Activities    2000000.0    2000000.0   
Change To Account Receivables             -181000000.0 -181000000.0   
Change To Netincome                        144000000.0  144000000.0   
Capital Expenditures                       -18000000.0  -18000000.0   
Repurchase Of Stock                                NaN          NaN   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                              0.0         0.0  
Total Cashflows From Investing Activities  -21000000.0 -16000000.0  
Net Borrowings                            -179000000.0  -3000000.0  
Total Cash From Financing Activities      -204000000.0  -5000000.0  
Change To Operating Activities              22000000.0  25000000.0  
Net Income                                  42000000.0  63000000.0  
Change In Cash                            -183000000.0  38000000.0  
Effect Of Exchange Rate                      3000000.0  -4000000.0  
Total Cash From Operating Activities        39000000.0  63000000.0  
Depreciation                                26000000.0  25000000.0  
Other Cashflows From Investing Activities    2000000.0   2000000.0  
Change To Account Receivables              -40000000.0  14000000.0  
Change To Netincome                        -11000000.0 -64000000.0  
Capital Expenditures                       -21000000.0 -16000000.0  
Repurchase Of Stock                        -25000000.0 -25000000.0  
Other Cashflows From Financing Activities          NaN  -2000000.0  ]
['quarterly_earnings',             Revenue  Earnings
Quarter                      
1Q2021    983000000  63000000
2Q2021   1016000000  42000000
3Q2021    945000000  62000000
4Q2021    984000000  54000000]
['quarterly_financials',                                          2021-12-31   2021-09-30  \
Research Development                           None         None   
Effect Of Accounting Charges                   None         None   
Income Before Tax                        70000000.0   47000000.0   
Minority Interest                        41000000.0   41000000.0   
Net Income                               54000000.0   62000000.0   
Selling General Administrative           49000000.0   67000000.0   
Gross Profit                            127000000.0  110000000.0   
Ebit                                     79000000.0   39000000.0   
Operating Income                         79000000.0   39000000.0   
Other Operating Expenses                 -1000000.0    4000000.0   
Interest Expense                        -13000000.0  -14000000.0   
Extraordinary Items                            None         None   
Non Recurring                                  None         None   
Other Items                                    None         None   
Income Tax Expense                       12000000.0  -19000000.0   
Total Revenue                           984000000.0  945000000.0   
Total Operating Expenses                905000000.0  906000000.0   
Cost Of Revenue                         857000000.0  835000000.0   
Total Other Income Expense Net           -9000000.0    8000000.0   
Discontinued Operations                         NaN   -1000000.0   
Net Income From Continuing Ops           58000000.0   66000000.0   
Net Income Applicable To Common Shares   54000000.0   62000000.0   

                                          2021-06-30   2021-03-31  
Research Development                            None         None  
Effect Of Accounting Charges                    None         None  
Income Before Tax                         59000000.0   88000000.0  
Minority Interest                         39000000.0   36000000.0  
Net Income                                42000000.0   63000000.0  
Selling General Administrative            56000000.0   56000000.0  
Gross Profit                             132000000.0  148000000.0  
Ebit                                      73000000.0   92000000.0  
Operating Income                          73000000.0   92000000.0  
Other Operating Expenses                   3000000.0    2000000.0  
Interest Expense                         -20000000.0  -17000000.0  
Extraordinary Items                             None         None  
Non Recurring                                   None         None  
Other Items                                     None         None  
Income Tax Expense                        14000000.0   22000000.0  
Total Revenue                           1016000000.0  983000000.0  
Total Operating Expenses                 943000000.0  891000000.0  
Cost Of Revenue                          884000000.0  835000000.0  
Total Other Income Expense Net           -14000000.0   -4000000.0  
Discontinued Operations                   -1000000.0   -1000000.0  
Net Income From Continuing Ops            45000000.0   66000000.0  
Net Income Applicable To Common Shares    42000000.0   63000000.0  ]
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 828602100.0
Sector 1YMF: 32.3699951171875
1YMF: 0.00289246189455711
risk trend factor: 2.3422560030385067
      beta currentRatio debtToEquity earningsGrowth      ebitda ebitdaMargins  \
Y  0.70049        0.714       32.782          2.347  1693042048       0.14104   

   forwardPE freeCashflow grossMargins grossProfits heldPercentInstitutions  \
Y  11.877285   4801059328      0.42499   5101669000                 0.85398   

                        industry    marketCap operatingCashflow  \
Y  Insurance—Property & Casualty  11389568000        1860232960   

  operatingMargins payoutRatio pegRatio priceToBook  \
Y          0.12621           0     0.15    1.290272   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.948806       0.08621      0.434        0.03095   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.12229         0.335         866.486  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13699100       2.14  2070224000           153.015  3115698944   

  totalRevenue trailingPE  
Y  12004105216  17.126936  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	832.0	831.66739	833.556348	835.445307	831.194443	35.950757	759.292929	903.095958

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	0.002892	832.0	828602100.0	0.923264	0.38518	0.458449

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -69.35999298095703
Sector Volume Factor: 0.002096259175716505
Sector Risk Trend Factor: -4.046674180329693
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [5884.238223314144, 5884.237419037489, 5884.238218770723, 5884.237405846029]
inner cv sdevs: [9840.888695359496, 9840.88623569527, 9840.888696951211, 9840.886240663112]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 5884.237405846029 9840.886240663112
test cv mean error, stdev (10 folds): [6331.714206801712, 10213.949082642846]
sell date: 2022-08-07
expected return: 0.030869624492332
discounted return: 0.0005738011958289491
quarter return: 1.0541919722649558

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          1.511159e+09  1.465825e+09  1.453498e+09   
Capital Surplus            3.608905e+09  3.611383e+09  3.612783e+09   
Total Liab                 2.276445e+10  2.274715e+10  2.110891e+10   
Total Stockholder Equity   9.186882e+09  8.859510e+09  9.142031e+09   
Minority Interest          3.173460e+08  2.625260e+08  2.407220e+08   
Other Current Liab         3.213810e+09  3.516756e+09  3.335249e+09   
Total Assets               3.226868e+10  3.186919e+10  3.049166e+10   
Common Stock               1.746000e+07  1.746000e+07  1.746000e+07   
Other Current Assets       2.283585e+09  2.282419e+09  1.959696e+09   
Retained Earnings          7.353226e+09  6.837060e+09  6.952026e+09   
Other Liab                 1.156344e+10  1.634516e+10  1.541578e+10   
Good Will                  7.536070e+08  6.318270e+08  6.276120e+08   
Treasury Stock            -1.792709e+09 -1.606393e+09 -1.440238e+09   
Other Assets               3.343289e+09  3.745712e+09  3.475111e+09   
Cash                       9.279660e+08  9.955060e+08  8.714590e+08   
Total Current Liabilities  8.135612e+09  3.849789e+09  3.629478e+09   
Other Stockholder Equity   1.418220e+08  2.283490e+08  3.031960e+08   
Property Plant Equipment   5.449520e+08  2.994040e+08  3.028480e+08   
Total Current Assets       5.812488e+09  5.826124e+09  4.648640e+09   
Long Term Investments      2.030318e+10  1.990030e+10  1.998395e+10   
Net Tangible Assets        7.508869e+09  7.441654e+09  7.712753e+09   
Short Term Investments     1.142258e+09  1.060414e+09  3.790090e+08   
Net Receivables            1.458679e+09  1.487785e+09  1.438476e+09   
Long Term Debt             2.847199e+09  2.552198e+09  2.063652e+09   
Accounts Payable           4.871502e+09  3.330330e+08  2.942290e+08   

                             2021-03-31  
Intangible Assets          1.411883e+09  
Capital Surplus            3.613764e+09  
Total Liab                 2.045644e+10  
Total Stockholder Equity   8.695881e+09  
Minority Interest          2.335630e+08  
Other Current Liab         3.185510e+09  
Total Assets               2.938588e+10  
Common Stock               1.746000e+07  
Other Current Assets       1.919911e+09  
Retained Earnings          6.548375e+09  
Other Liab                 1.494084e+10  
Good Will                  6.141140e+08  
Treasury Stock            -1.483718e+09  
Other Assets               3.327209e+09  
Cash                       1.197474e+09  
Total Current Liabilities  3.435316e+09  
Other Stockholder Equity   2.241900e+08  
Property Plant Equipment   2.697900e+08  
Total Current Assets       4.996506e+09  
Long Term Investments      1.876638e+10  
Net Tangible Assets        7.306970e+09  
Short Term Investments     5.949580e+08  
Net Receivables            1.284163e+09  
Long Term Debt             2.080288e+09  
Accounts Payable           2.498060e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -520402000.0 -868753000.0   
Change To Liabilities                     -328277000.0  178707000.0   
Total Cashflows From Investing Activities -513449000.0 -894562000.0   
Net Borrowings                             294594000.0  493862000.0   
Total Cash From Financing Activities       163341000.0  388748000.0   
Change To Operating Activities             314365000.0  433531000.0   
Net Income                                 516166000.0 -114966000.0   
Change In Cash                             -67540000.0  124047000.0   
Repurchase Of Stock                       -100080000.0  -91324000.0   
Effect Of Exchange Rate                     -3522000.0   -5100000.0   
Total Cash From Operating Activities       286090000.0  634961000.0   
Depreciation                                46051000.0   45531000.0   
Other Cashflows From Investing Activities  -46013000.0  -13366000.0   
Change To Account Receivables               29106000.0  -49309000.0   
Other Cashflows From Financing Activities  -31173000.0  -13790000.0   
Change To Netincome                       -291321000.0  141467000.0   
Capital Expenditures                       -14586000.0  -12137000.0   

                                            2021-06-30   2021-03-31  
Investments                               -704852000.0  -16812000.0  
Change To Liabilities                      152288000.0  192735000.0  
Total Cashflows From Investing Activities -703762000.0  102643000.0  
Net Borrowings                             -49783000.0  -55729000.0  
Total Cash From Financing Activities      -119660000.0 -127859000.0  
Change To Operating Activities             107189000.0  248684000.0  
Net Income                                 403651000.0  230041000.0  
Change In Cash                            -326015000.0  406032000.0  
Repurchase Of Stock                        -35925000.0  -63192000.0  
Effect Of Exchange Rate                       520000.0  -11047000.0  
Total Cash From Operating Activities       496887000.0  442295000.0  
Depreciation                                42895000.0   43554000.0  
Other Cashflows From Investing Activities  -74819000.0  101159000.0  
Change To Account Receivables             -154313000.0 -138822000.0  
Other Cashflows From Financing Activities  -33952000.0   -8938000.0  
Change To Netincome                        -54823000.0 -133897000.0  
Capital Expenditures                       -20606000.0  -12322000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   2653713000  230041000
2Q2021   2928797000  403651000
3Q2021   2866613000 -114966000
4Q2021   3554982000  516166000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        705907000.0  -112004000.0   
Minority Interest                        317346000.0   262526000.0   
Net Income                               516166000.0  -114966000.0   
Selling General Administrative            21287000.0     6225000.0   
Gross Profit                            1894495000.0   823489000.0   
Ebit                                     734767000.0   -86345000.0   
Operating Income                         734767000.0   -86345000.0   
Other Operating Expenses                1125075000.0   890972000.0   
Interest Expense                         -28860000.0   -25659000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       149286000.0   -28509000.0   
Total Revenue                           3554982000.0  2866613000.0   
Total Operating Expenses                2820215000.0  2952958000.0   
Cost Of Revenue                         1660487000.0  2043124000.0   
Total Other Income Expense Net           -28860000.0   -25659000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           556621000.0   -83495000.0   
Net Income Applicable To Common Shares   516166000.0  -114966000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        521870000.0   296930000.0  
Minority Interest                        240722000.0   233563000.0  
Net Income                               403651000.0   230041000.0  
Selling General Administrative            20148000.0     9558000.0  
Gross Profit                            1318078000.0  1065607000.0  
Ebit                                     545907000.0   320682000.0  
Operating Income                         545907000.0   320682000.0  
Other Operating Expenses                 739592000.0   723889000.0  
Interest Expense                         -24037000.0   -23752000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       102281000.0    58867000.0  
Total Revenue                           2928797000.0  2653713000.0  
Total Operating Expenses                2382890000.0  2333031000.0  
Cost Of Revenue                         1610719000.0  1588106000.0  
Total Other Income Expense Net           -24037000.0   -23752000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           419589000.0   238063000.0  
Net Income Applicable To Common Shares   403651000.0   230041000.0  ]
['mutualfund_holders',                                                Holder  Shares Date Reported  \
0   Victory Portfolios-Sycamore Established Value ...  500000    2022-01-30   
1   Victory Portfolios-Sycamore Established Value ...  500000    2022-01-30   
2                         iShares Core S&P Midcap ETF  380243    2022-01-30   
3                         iShares Core S&P Midcap ETF  380243    2022-01-30   
4              Vanguard Total Stock Market Index Fund  369755    2021-12-30   
5              Vanguard Total Stock Market Index Fund  369755    2021-12-30   
6                             First Eagle Global Fund  309855    2022-01-30   
7                             First Eagle Global Fund  309855    2022-01-30   
8   John Hancock Fds III-Disciplined Value Mid Cap Fd  259557    2021-12-30   
9   John Hancock Fds III-Disciplined Value Mid Cap Fd  259557    2021-12-30   
10    Touchstone Funds Group Tr-Touchstone Mid-Cap Fd  199509    2021-12-30   
11    Touchstone Funds Group Tr-Touchstone Mid-Cap Fd  199509    2021-12-30   
12                Vanguard Extended Market Index Fund  181014    2021-12-30   
13                Vanguard Extended Market Index Fund  181014    2021-12-30   
14     Franklin Mutual Series Fund-Mutual Shares Fund  170350    2021-12-30   
15     Franklin Mutual Series Fund-Mutual Shares Fund  170350    2021-12-30   
16                      Vanguard Small-Cap Index Fund  164314    2021-12-30   
17                      Vanguard Small-Cap Index Fund  164314    2021-12-30   
18                        Vanguard Mid-Cap Index Fund  147164    2021-12-30   
19                        Vanguard Mid-Cap Index Fund  147164    2021-12-30   

     % Out      Value  
0   0.0372  332000000  
1   0.0372  332000000  
2   0.0283  252481352  
3   0.0283  252481352  
4   0.0275  246844740  
5   0.0275  246844740  
6   0.0230  205743720  
7   0.0230  205743720  
8   0.0193  173277657  
9   0.0193  173277657  
10  0.0148  133190213  
11  0.0148  133190213  
12  0.0135  120843136  
13  0.0135  120843136  
14  0.0127  113723956  
15  0.0127  113723956  
16  0.0122  109694383  
17  0.0122  109694383  
18  0.0109   98245214  
19  0.0109   98245214  ]
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            11.77
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile           0
militaryContract           False]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 5400736000.0
Sector 1YMF: 12.259998321533203
1YMF: 0.0025539667186102043
risk trend factor: 1.9216297964921827
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.436607        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464  9.842391    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77687  Farm & Heavy Construction Machinery  1134716544   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.46    4.566314   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.587117       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       1.85  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  19.204666  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	19.15	16.177578	17.96746	19.757342	15.764603	1.880329	12.003945	19.525262

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TWI	0.002554	19.15	5400736000.0	0.972343	0.891295	0.499041

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -127.81001281738281
Sector Volume Factor: 0.0013972787573142285
Sector Risk Trend Factor: -4.146981909279044
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [4.844630465458022, 4.844630597686336, 4.844526133674592, 4.844549970490171]
inner cv sdevs: [8.077163918116325, 8.07715974090879, 8.077209819761267, 8.07720577585918]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 4.844526133674592 8.077209819761267
test cv mean error, stdev (10 folds): [5.31845447309697, 8.324357872757824]
sell date: 2022-09-18
expected return: 0.06548231166691564
discounted return: 0.0006678815804794791
quarter return: 1.0633503121163144

['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 47517805800.0
Sector 1YMF: 37.8799934387207
1YMF: 0.0014413607456596827
risk trend factor: 1.9083121587190919
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
PBF  2.581372        1.254      197.914  690400000       0.02194    93.975   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.79091   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4520047104         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.22    2.613866   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.143629       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120246000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  
PBF       2.75  1434599936            11.873  4999499776  31470299136  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	38.919998	26.021817	35.020635	44.019453	29.266032	5.552078	18.161876	40.370187

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	0.001441	38.919998	47517805800.0	0.870195	0.699548	0.555964

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [25.31686564007184, 25.31687099553441, 25.31686493308238, 25.31686564480558]
inner cv sdevs: [23.57488872656242, 23.574895534726664, 23.574889215724816, 23.574888752834987]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 25.31686493308238 23.574889215724816
test cv mean error, stdev (10 folds): [22.654817370162995, 23.095484515235285]

C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)

sell date: 2022-07-24
expected return: 0.04879362370363711
discounted return: 0.0012222995752930732
quarter return: 1.1189412124172486

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            2.882000e+09  2.874000e+09  2.868000e+09   
Total Liab                 1.042220e+10  9.108600e+09  9.522100e+09   
Total Stockholder Equity   1.911000e+09  1.926200e+09  1.729200e+09   
Minority Interest          6.151000e+08  6.066000e+08  5.929000e+08   
Other Current Liab         1.544200e+09  1.345900e+09  1.676400e+09   
Total Assets               1.294830e+10  1.164140e+10  1.184420e+10   
Common Stock               1.000000e+05  1.000000e+05  1.000000e+05   
Other Current Assets       5.190000e+07  1.200000e+07           NaN   
Retained Earnings         -8.172000e+08 -7.961000e+08 -9.614000e+08   
Other Liab                 4.486000e+08  4.121000e+08  3.574000e+08   
Treasury Stock            -1.539000e+08 -1.518000e+08 -1.775000e+08   
Other Assets               8.938000e+08  8.133000e+08  7.915000e+08   
Cash                       1.434600e+09  1.341500e+09  1.472500e+09   
Total Current Liabilities  5.085700e+09  3.759700e+09  4.199600e+09   
Short Long Term Debt       2.990000e+07           NaN  8.910000e+07   
Other Stockholder Equity   1.630000e+07  1.730000e+07 -9.000000e+06   
Property Plant Equipment   5.674900e+09  5.619300e+09  5.566200e+09   
Total Current Assets       6.379600e+09  5.199200e+09  5.486500e+09   
Net Tangible Assets        1.911000e+09  1.916600e+09  1.729200e+09   
Net Receivables            1.763200e+09  1.265600e+09  1.056800e+09   
Long Term Debt             4.185400e+09  4.237400e+09  4.247600e+09   
Inventory                  2.893500e+09  2.505100e+09  2.831400e+09   
Accounts Payable           1.625100e+09  9.117000e+08  4.612000e+08   
Intangible Assets                   NaN  9.600000e+06           NaN   
Deferred Long Term Liab             NaN  5.370000e+08  7.706000e+08   

                             2021-06-30  
Capital Surplus            2.862500e+09  
Total Liab                 9.407300e+09  
Total Stockholder Equity   1.664400e+09  
Minority Interest          5.825000e+08  
Other Current Liab         1.419000e+09  
Total Assets               1.165420e+10  
Common Stock               1.000000e+05  
Other Current Assets                NaN  
Retained Earnings         -1.020500e+09  
Other Liab                 3.677000e+08  
Treasury Stock            -1.777000e+08  
Other Assets               8.117000e+08  
Cash                       1.479700e+09  
Total Current Liabilities  3.751000e+09  
Short Long Term Debt       3.700000e+06  
Other Stockholder Equity  -9.200000e+06  
Property Plant Equipment   5.576000e+09  
Total Current Assets       5.266500e+09  
Net Tangible Assets        1.664400e+09  
Net Receivables            1.007800e+09  
Long Term Debt             4.517800e+09  
Inventory                  2.636200e+09  
Accounts Payable           7.833000e+08  
Intangible Assets                   NaN  
Deferred Long Term Liab    7.908000e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                      697000000.0  446900000.0   
Total Cashflows From Investing Activities -225500000.0 -161300000.0   
Net Borrowings                              19300000.0 -110100000.0   
Total Cash From Financing Activities         6300000.0 -121300000.0   
Change To Operating Activities             372500000.0 -722400000.0   
Net Income                                 -21100000.0  165300000.0   
Change In Cash                              93100000.0 -131000000.0   
Total Cash From Operating Activities       312300000.0  151600000.0   
Depreciation                               124600000.0  -98500000.0   
Other Cashflows From Investing Activities -107200000.0  -61400000.0   
Change To Inventory                       -388400000.0  326300000.0   
Change To Account Receivables             -537500000.0 -220800000.0   
Other Cashflows From Financing Activities  -13000000.0  -11200000.0   
Change To Netincome                         65200000.0   33700000.0   
Capital Expenditures                      -118300000.0 -107100000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                     -325700000.0   87500000.0  
Total Cashflows From Investing Activities  -87600000.0  -79100000.0  
Net Borrowings                            -170800000.0  -51400000.0  
Total Cash From Financing Activities      -180600000.0  -60800000.0  
Change To Operating Activities             674300000.0  218400000.0  
Net Income                                  59100000.0   47900000.0  
Change In Cash                              -7200000.0  -61500000.0  
Total Cash From Operating Activities       261000000.0   78400000.0  
Depreciation                               120300000.0  119200000.0  
Other Cashflows From Investing Activities  -30200000.0  -31900000.0  
Change To Inventory                       -195200000.0  -59800000.0  
Change To Account Receivables              -49000000.0 -144300000.0  
Other Cashflows From Financing Activities   -9800000.0   -9400000.0  
Change To Netincome                        -22800000.0 -190500000.0  
Capital Expenditures                       -57400000.0  -47200000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   6897900000   47900000
3Q2021   7186700000   59100000
4Q2021   8244000000  165300000
1Q2022   9141700000  -21100000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                         -9400000.0   184800000.0   
Minority Interest                        615100000.0   606600000.0   
Net Income                               -21100000.0   165300000.0   
Selling General Administrative            51300000.0    78500000.0   
Gross Profit                             315100000.0   493300000.0   
Ebit                                     143600000.0   296600000.0   
Operating Income                         143600000.0   296600000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -78400000.0   -74400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        -6100000.0    -4300000.0   
Total Revenue                           9141700000.0  8244000000.0   
Total Operating Expenses                8998100000.0  7947400000.0   
Cost Of Revenue                         8826600000.0  7750700000.0   
Total Other Income Expense Net          -153000000.0  -111800000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops            -3300000.0   189100000.0   
Net Income Applicable To Common Shares   -21100000.0   165300000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         99000000.0    74400000.0  
Minority Interest                        592900000.0   582500000.0  
Net Income                                59100000.0    47900000.0  
Selling General Administrative            62100000.0    53100000.0  
Gross Profit                             281500000.0    49400000.0  
Ebit                                     103200000.0  -118600000.0  
Operating Income                         103200000.0  -118600000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -82000000.0   -80800000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        20300000.0     4500000.0  
Total Revenue                           7186700000.0  6897900000.0  
Total Operating Expenses                7083500000.0  7016500000.0  
Cost Of Revenue                         6905200000.0  6848500000.0  
Total Other Income Expense Net            -4200000.0   193000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            78700000.0    69900000.0  
Net Income Applicable To Common Shares    59100000.0    47900000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  6991379    2022-01-30   
1                      iShares Core S&P Smallcap ETF  6680962    2022-01-30   
2             Vanguard Total Stock Market Index Fund  2732636    2021-12-30   
3                      Vanguard Small-Cap Index Fund  2467978    2021-12-30   
4                           iShares Russell 2000 ETF  2209869    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF  1579759    2022-01-30   
6                Vanguard Small Cap Value Index Fund  1532696    2021-12-30   
7  Invesco ETF Tr II-Invesco S&P Smallcap 600 Rev...  1500327    2022-02-27   
8                    DFA U.S. Small Cap Value Series  1329554    2022-01-30   
9                Vanguard Extended Market Index Fund  1285907    2021-12-30   

    % Out      Value  
0  0.0579  110743443  
1  0.0553  105826438  
2  0.0226   35442288  
3  0.0204   32009674  
4  0.0183   35004324  
5  0.0131   25023382  
6  0.0127   19879067  
7  0.0124   24935434  
8  0.0110   21060135  
9  0.0106   16678213  ]
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 2596619200.0
Sector 1YMF: 44.75001525878906
1YMF: 0.002312661017064035
risk trend factor: 1.77227783203125
         beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.64375        5.529        0.877         1.76        0.0088   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866    6.8157    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                 0.81081  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4457344000         954787008          0.20787      0.0455    -0.38   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM    1.890186                     0.792613       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       5.12  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832   5.167149  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	207.410004	183.440635	196.337143	209.233652	189.885873	6.962494	175.960885	203.810861

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFM	0.002313	207.410004	2596619200.0	0.990282	0.669942	0.477196

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -66.07002258300781
Sector Volume Factor: 0.0028162878553055367
Sector Risk Trend Factor: -2.0273089620421954
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [301.8694480871505, 301.8694413630348, 301.8694431496199, 301.8694456201761]
inner cv sdevs: [367.5235659625113, 367.5235679827517, 367.5235675369362, 367.5235641897937]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 301.8694413630348 367.5235679827517
test cv mean error, stdev (10 folds): [325.35586650347346, 377.5092038977911]
sell date: 2022-07-10
expected return: 0.02764576524364591
discounted return: 0.0010914160138748574
quarter return: 1.105563896548965

['options', ('2022-08-19', '2022-12-16')]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 72756266000.0
Sector 1YMF: 56.91999816894531
1YMF: 0.0018767029632884129
risk trend factor: 1.7364246579806077
         beta currentRatio debtToEquity dividendRate dividendYield  \
MPC  1.910294        1.704       80.117         2.32        0.0242   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MPC          1.917  7120999936       0.05912  23.43602  16415250432   

    grossMargins grossProfits heldPercentInstitutions  \
MPC       0.0867  10443000000                 0.82037   

                           industry    marketCap operatingCashflow  \
MPC  Oil & Gas Refining & Marketing  60881649664        4360000000   

    operatingMargins payoutRatio pegRatio priceToBook  \
MPC          0.03119      0.5472     0.55    2.175252   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.505447       0.08085      1.222        0.02754   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.08003         0.967         189.986  Energy         615587968   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.92  10839000064            19.177  26904000512  120450998272   

    trailingPE  
MPC   6.942299  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	102.669998	91.287088	102.474286	113.661483	91.610984	9.404473	72.802038	110.419931

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	0.001877	102.669998	72756266000.0	0.866955	0.977688	0.523103

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [131.65140460881426, 131.65140413332375, 131.65140440044064, 131.65053612536832]
inner cv sdevs: [179.62199064827453, 179.621989816526, 179.62199075696446, 179.62004357125272]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 131.65053612536832 179.62004357125272
test cv mean error, stdev (10 folds): [140.5948091624812, 186.0393391719661]
sell date: 2022-08-28
expected return: 0.03379650654177166
discounted return: 0.00044926243591159043
quarter return: 1.0421885347175452

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   3.326200e+10  3.325600e+10  3.323800e+10   
Total Liab                        5.179200e+10  5.333600e+10  5.760700e+10   
Total Stockholder Equity          2.620600e+10  2.828000e+10  2.892100e+10   
Minority Interest                 7.375000e+09  7.684000e+09  7.772000e+09   
Other Current Liab                2.278000e+09  3.377000e+09  6.148000e+09   
Total Assets                      8.537300e+10  8.930000e+10  9.430000e+10   
Common Stock                      1.000000e+07  1.000000e+07  1.000000e+07   
Other Current Assets              5.680000e+08  5.850000e+08  5.850000e+08   
Retained Earnings                 1.290500e+10  1.248400e+10  1.216000e+10   
Other Liab                        7.999000e+09  8.193000e+09  8.825000e+09   
Good Will                         8.256000e+09  8.256000e+09  8.256000e+09   
Treasury Stock                   -1.997100e+10 -1.747000e+10 -1.648700e+10   
Other Assets                      2.400000e+09  2.463000e+09  2.532000e+09   
Cash                              5.291000e+09  5.874000e+09  1.183900e+10   
Total Current Liabilities         1.789800e+10  1.689800e+10  1.951200e+10   
Deferred Long Term Asset Charges  2.000000e+06           NaN           NaN   
Short Long Term Debt              4.980000e+08  7.300000e+07  7.000000e+07   
Other Stockholder Equity         -6.700000e+07 -3.440000e+08 -3.400000e+08   
Property Plant Equipment          3.881200e+10  3.905400e+10  3.949600e+10   
Total Current Assets              3.049600e+10  3.414300e+10  3.859200e+10   
Long Term Investments             5.409000e+09  5.384000e+09  5.424000e+09   
Net Tangible Assets               1.795000e+10  2.002400e+10  2.066500e+10   
Short Term Investments            5.548000e+09  7.352000e+09  5.418000e+09   
Net Receivables                   1.103400e+10  1.112100e+10  1.187100e+10   
Long Term Debt                    2.444300e+10  2.665500e+10  2.763900e+10   
Inventory                         8.055000e+09  9.211000e+09  8.879000e+09   
Accounts Payable                  1.370000e+10  1.219600e+10  1.217000e+10   

                                    2021-03-31  
Capital Surplus                   3.322200e+10  
Total Liab                        5.717200e+10  
Total Stockholder Equity          2.159200e+10  
Minority Interest                 7.887000e+09  
Other Current Liab                3.370000e+09  
Total Assets                      8.665100e+10  
Common Stock                      1.000000e+07  
Other Current Assets              1.176200e+10  
Retained Earnings                 4.029000e+09  
Other Liab                        9.386000e+09  
Good Will                         8.256000e+09  
Treasury Stock                   -1.566900e+10  
Other Assets                      2.594000e+09  
Cash                              6.240000e+08  
Total Current Liabilities         1.608500e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              6.900000e+07  
Other Stockholder Equity         -5.110000e+08  
Property Plant Equipment          4.000500e+10  
Total Current Assets              3.036100e+10  
Long Term Investments             5.435000e+09  
Net Tangible Assets               1.333600e+10  
Short Term Investments                     NaN  
Net Receivables                   9.568000e+09  
Long Term Debt                    3.006100e+10  
Inventory                         8.407000e+09  
Accounts Payable                  9.953000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                1.742000e+09 -1.934000e+09   
Change To Liabilities                      1.590000e+09  1.930000e+08   
Total Cashflows From Investing Activities  1.448000e+09 -2.054000e+09   
Net Borrowings                            -1.951000e+09 -1.018000e+09   
Total Cash From Financing Activities      -5.703000e+09 -2.762000e+09   
Change To Operating Activities            -2.000000e+06  1.000000e+06   
Issuance Of Stock                          3.500000e+07  1.800000e+07   
Net Income                                 7.740000e+08  6.940000e+08   
Change In Cash                            -5.810000e+08 -5.964000e+09   
Repurchase Of Stock                       -2.742000e+09 -9.280000e+08   
Total Cash From Operating Activities       3.674000e+09 -1.148000e+09   
Depreciation                               8.130000e+08  8.360000e+08   
Other Cashflows From Investing Activities  1.320000e+08  2.400000e+08   
Dividends Paid                            -3.540000e+08 -3.700000e+08   
Change To Inventory                        1.173000e+09 -3.260000e+08   
Change To Account Receivables             -1.534000e+09  1.820000e+08   
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08   
Change To Netincome                        8.400000e+08 -2.746000e+09   
Capital Expenditures                      -4.810000e+08 -3.770000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -5.477000e+09 -5.000000e+07  
Change To Liabilities                      2.656000e+09  1.821000e+09  
Total Cashflows From Investing Activities  1.567000e+10 -2.670000e+08  
Net Borrowings                            -4.169000e+09  8.650000e+08  
Total Cash From Financing Activities      -5.970000e+09  1.600000e+07  
Change To Operating Activities            -1.000000e+06  5.000000e+06  
Issuance Of Stock                          3.000000e+07  2.300000e+07  
Net Income                                 8.512000e+09 -2.420000e+08  
Change In Cash                             1.108000e+10  2.030000e+08  
Repurchase Of Stock                       -9.840000e+08 -9.840000e+08  
Total Cash From Operating Activities       1.380000e+09  4.540000e+08  
Depreciation                               8.710000e+08  8.440000e+08  
Other Cashflows From Investing Activities  2.144400e+10  1.100000e+07  
Dividends Paid                            -3.810000e+08 -3.790000e+08  
Change To Inventory                       -4.720000e+08 -4.080000e+08  
Change To Account Receivables             -2.224000e+09 -1.723000e+09  
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08  
Change To Netincome                       -7.981000e+09  1.350000e+08  
Capital Expenditures                      -3.020000e+08 -3.040000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021   22788000000  -242000000
2Q2021   29734000000  8512000000
3Q2021   32491000000   694000000
4Q2021   35438000000   774000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        1348000000.0   1012000000.0   
Minority Interest                        7375000000.0   7684000000.0   
Net Income                                774000000.0    694000000.0   
Selling General Administrative            654000000.0    691000000.0   
Gross Profit                             3254000000.0   2928000000.0   
Ebit                                     1610000000.0   1208000000.0   
Operating Income                         1610000000.0   1208000000.0   
Other Operating Expenses                  177000000.0    193000000.0   
Interest Expense                         -302000000.0   -313000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        243000000.0    -18000000.0   
Total Revenue                           35438000000.0  32491000000.0   
Total Operating Expenses                33828000000.0  31283000000.0   
Cost Of Revenue                         32184000000.0  29563000000.0   
Total Other Income Expense Net           -262000000.0   -196000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops           1105000000.0   1030000000.0   
Net Income Applicable To Common Shares    772000000.0    694000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         593000000.0   -136000000.0  
Minority Interest                        7772000000.0   7887000000.0  
Net Income                               8512000000.0   -242000000.0  
Selling General Administrative            681000000.0    575000000.0  
Gross Profit                             2557000000.0   1704000000.0  
Ebit                                      816000000.0    123000000.0  
Operating Income                          816000000.0    123000000.0  
Other Operating Expenses                  189000000.0    162000000.0  
Interest Expense                         -318000000.0   -334000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                          5000000.0     34000000.0  
Total Revenue                           29734000000.0  22788000000.0  
Total Operating Expenses                28918000000.0  22665000000.0  
Cost Of Revenue                         27177000000.0  21084000000.0  
Total Other Income Expense Net           -223000000.0   -259000000.0  
Discontinued Operations                  8214000000.0    234000000.0  
Net Income From Continuing Ops            588000000.0   -170000000.0  
Net Income Applicable To Common Shares   8512000000.0   -242000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  18103056    2022-01-30   
1             Vanguard Total Stock Market Index Fund  17494854    2021-12-30   
2                            Vanguard 500 Index Fund  13037019    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   6960433    2021-12-30   
4                             SPDR S&P 500 ETF Trust   6540311    2022-01-30   
5                            Fidelity 500 Index Fund   6304109    2022-02-27   
6                           iShares Core S&P 500 ETF   5120813    2022-01-30   
7                    Vanguard Index-Value Index Fund   4704115    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   4638261    2021-12-30   
9                        iShares Select Dividend ETF   4127022    2022-01-30   

    % Out       Value  
0  0.0335  1298894268  
1  0.0323  1119495707  
2  0.0241   834238845  
3  0.0129   445398107  
4  0.0121   469267314  
5  0.0117   490900967  
6  0.0095   367418332  
7  0.0087   301016318  
8  0.0086   296802321  
9  0.0076   296113828  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.87
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                      0
militaryContract                      False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 121752263500.0
Sector 1YMF: 43.869985580444336
1YMF: 0.0019605729958359253
risk trend factor: 1.6693295757310957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  13.089866   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  46347419648   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    5.193446   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     3.533386       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  33.992058  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	70.589996	67.376962	73.555238	79.733514	65.418095	6.714301	51.989493	78.846697

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	0.001961	70.589996	121752263500.0	0.877075	0.988553	0.552856

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [72.45773206347532, 72.45773270555088, 72.45773206278174, 72.45773206246297]
inner cv sdevs: [107.35588927580905, 107.35589112807962, 107.35588927630698, 107.35588927605704]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 72.45773206246297 107.35588927605704
test cv mean error, stdev (10 folds): [79.15100023628148, 110.38576884398293]
sell date: 2022-09-18
expected return: 0.0975423634225949
discounted return: 0.000980200768888162
quarter return: 1.094321244565625

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 46297639500.0
Sector 1YMF: 81.58000183105469
1YMF: 0.0022898921229018597
risk trend factor: 1.6283433995151604
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0279   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  12.590502   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80473  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  57341566976        6498999808           0.0341      0.6312     0.42   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO     3.04675                     0.455942       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  22.619123  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	133.75	118.374391	131.868413	145.362434	114.833016	15.68235	83.468316	146.197716

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	0.00229	133.75	46297639500.0	0.882733	0.922874	0.537334

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [257.7262983647111, 257.72629846446995, 257.72629841987816, 257.7262983647111]
inner cv sdevs: [325.6413838220487, 325.64138377693934, 325.64138378699107, 325.6413838220486]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 257.7262983647111 325.6413838220487
test cv mean error, stdev (10 folds): [275.4331745013099, 336.4486199287141]
sell date: 2022-09-18
expected return: 0.060260080517683896
discounted return: 0.0006161290665045449
quarter return: 1.058302721823071

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 96861604200.0
Sector 1YMF: 57.459999084472656
1YMF: 0.0016468341745675941
risk trend factor: 1.6273007828392883
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0164   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  10.115151  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81342  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  151113760768       19983998976          0.33401      0.2348     0.53   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    3.070272                     2.752527       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    12.1105  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	111.489998	101.783141	112.579841	123.376542	104.161111	7.447975	89.265162	119.057061

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.001647	111.489998	96861604200.0	0.869601	0.980711	0.490397

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [142.66282142500023, 142.66282125088935, 142.66282139000796, 142.662821406029]
inner cv sdevs: [159.52917913729667, 159.52917896274553, 159.5291789832317, 159.5291791316207]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 142.66282125088935 159.52917896274553
test cv mean error, stdev (10 folds): [156.2099386481347, 161.16993079080987]
sell date: 2022-09-18
expected return: 0.07326279381718037
discounted return: 0.0007445227952111999
quarter return: 1.0708691530958148

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 7190737100.0
Sector 1YMF: 30.951007843017578
1YMF: 0.0033967310527873423
risk trend factor: 1.6221703910285028
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  21.648647     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01214  Diagnostics & Research  4947831808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.63    9.582613   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     9.135937      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096          2  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	62.580002	59.930496	66.714857	73.499217	61.429841	5.416784	50.596273	72.26341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	0.003397	62.580002	7190737100.0	0.822953	0.98634	0.532554

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [41.47571884662523, 41.47571808695382, 41.47571711948716, 41.47571867786617]
inner cv sdevs: [60.17941329621828, 60.17941093965518, 60.17941238182742, 60.17941282730593]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 41.47571711948716 60.17941238182742
test cv mean error, stdev (10 folds): [42.46377726297496, 63.031572318563285]
sell date: 2022-09-18
expected return: 0.2345017785138825
discounted return: 0.0022200129084550824
quarter return: 1.226316319376961

['options', ('2022-07-15',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 252220800100.0
Sector 1YMF: 16.26000213623047
1YMF: 0.0017287471922503032
risk trend factor: 1.5649663240109462
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  14.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  21853534208   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    2.051451   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.891299       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	28.790001	26.107532	29.696984	33.286436	26.793597	2.531289	21.731019	31.856176

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	0.001729	28.790001	252220800100.0	0.849204	0.948885	0.544141

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [12.317458407807123, 12.317458404973321, 12.317458410406248, 12.317458383180918]
inner cv sdevs: [17.508607401612696, 17.508607402408582, 17.508607400987618, 17.50860741582898]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 12.317458383180918 17.50860741582898
test cv mean error, stdev (10 folds): [13.299649960609571, 18.07193303764845]
sell date: 2022-09-18
expected return: 0.1419256804340833
discounted return: 0.0013979871235636487
quarter return: 1.137149847565985

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 105341198700.0
Sector 1YMF: 24.150001525878906
1YMF: 0.001859298189284797
risk trend factor: 1.5255842534713018
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	46.0	39.761978	46.000952	52.239927	42.767936	3.39058	35.986776	49.549097

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	0.001859	46.0	105341198700.0	0.866292	0.413628	0.447575

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [36.429421833060225, 36.429421799205734, 36.42942183722904, 36.4294218355459]
inner cv sdevs: [45.103085849758756, 45.10308576480753, 45.10308584972008, 45.10308584704238]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 36.429421799205734 45.10308576480753
test cv mean error, stdev (10 folds): [39.791599274418246, 45.97141046196568]
sell date: 2022-07-03
expected return: 0.14608942044497636
discounted return: 0.0076040788081128685
quarter return: 2.007577647633649

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 282584082100.0
Sector 1YMF: 39.93998718261719
1YMF: 0.0020610251493001558
risk trend factor: 1.5197864930679341
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0341   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  11.818078  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56852  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  440658558976       53653000192          0.10859      0.5804     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.603749                     1.424839       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.13  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288   17.34494  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	96.099998	88.636597	96.527143	104.417688	88.279133	6.843087	74.592959	101.965306

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	0.002061	96.099998	282584082100.0	0.872818	0.958139	0.535838

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [103.87700682186569, 103.87700686349449, 103.87679704529982, 103.87700674846839]
inner cv sdevs: [112.52048911380237, 112.5204891506597, 112.51998151928628, 112.5204891289752]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 103.87679704529982 112.51998151928628
test cv mean error, stdev (10 folds): [113.90546698814754, 113.22842761976527]
sell date: 2022-09-18
expected return: 0.11985006730797623
discounted return: 0.0011922344404722285
quarter return: 1.1158542275924708

['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: NTUS
sector: Healthcare
Index: SP600
vol_30d_2yr: 2379907100.0
Sector 1YMF: 2.740001678466797
1YMF: 0.0031686951141916423
risk trend factor: 1.497267178627711
          beta currentRatio debtToEquity earningsGrowth    ebitda  \
NTUS  0.468627         2.42        2.823          -0.67  57332000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
NTUS        0.1211  22.167833     64596752      0.59126    279923000   

     heldPercentInstitutions         industry   marketCap operatingCashflow  \
NTUS                 0.96202  Medical Devices  1082627968          63995000   

     operatingMargins payoutRatio pegRatio priceToBook  \
NTUS          0.06206           0     1.04     2.53377   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
NTUS                     2.286736       0.02783      1.635        0.03153   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
NTUS        0.03153         0.084          14.061  Healthcare   

     sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt  \
NTUS          34152300       0.94  75595000             2.219  11992000   

     totalRevenue trailingPE  
NTUS    473438016  64.040405  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	31.790001	32.345473	32.709047	33.072622	30.362698	3.500362	23.361974	37.363423

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NTUS	0.003169	31.790001	2379907100.0	0.878063	0.159539	0.413711

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [10.031460111932823, 10.03146010370428, 10.031460112611635, 10.031460157233939]
inner cv sdevs: [11.985534852801937, 11.98553484402916, 11.985534852320097, 11.985534828774774]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 10.03146010370428 11.98553484402916
test cv mean error, stdev (10 folds): [10.626461212846028, 12.414671180945913]
sell date: 2022-06-19
expected return: 0.04214188919670076
discounted return: 0.010372955969947029
quarter return: 2.5841493820794614

['quarterly_balance_sheet',                                    2021-12-31   2021-09-30   2021-06-30  \
Intangible Assets                  65513000.0   73602000.0   80054000.0   
Total Liab                        139538000.0  138729000.0  138391000.0   
Total Stockholder Equity          424750000.0  422522000.0  417827000.0   
Other Current Liab                 43591000.0   30250000.0   29267000.0   
Total Assets                      564288000.0  561251000.0  556218000.0   
Common Stock                      353737000.0  350457000.0  347818000.0   
Retained Earnings                  84486000.0   82742000.0   77169000.0   
Other Liab                         18140000.0   27558000.0   27867000.0   
Good Will                         148657000.0  149293000.0  150482000.0   
Treasury Stock                    -13473000.0  -10677000.0   -7160000.0   
Other Assets                       41756000.0   43902000.0   45485000.0   
Cash                               75595000.0   68779000.0   62494000.0   
Total Current Liabilities         114601000.0  103801000.0  102463000.0   
Deferred Long Term Asset Charges   23161000.0   26296000.0   26349000.0   
Other Stockholder Equity          -13473000.0  -10677000.0   -7160000.0   
Property Plant Equipment           31071000.0   32783000.0   34498000.0   
Total Current Assets              277291000.0  261671000.0  245699000.0   
Net Tangible Assets               210580000.0  199627000.0  187291000.0   
Net Receivables                   111760000.0   97370000.0   92793000.0   
Inventory                          67745000.0   71545000.0   68350000.0   
Accounts Payable                   36405000.0   28322000.0   26892000.0   
Short Long Term Debt                      NaN          NaN          NaN   

                                   2021-03-31  
Intangible Assets                  85001000.0  
Total Liab                        172436000.0  
Total Stockholder Equity          408932000.0  
Other Current Liab                 28465000.0  
Total Assets                      581368000.0  
Common Stock                      344696000.0  
Retained Earnings                  73705000.0  
Other Liab                         27779000.0  
Good Will                         149761000.0  
Treasury Stock                     -9469000.0  
Other Assets                       46729000.0  
Cash                               80549000.0  
Total Current Liabilities         136476000.0  
Deferred Long Term Asset Charges   26321000.0  
Other Stockholder Equity           -9469000.0  
Property Plant Equipment           34058000.0  
Total Current Assets              265819000.0  
Net Tangible Assets               174170000.0  
Net Receivables                    91326000.0  
Inventory                          69467000.0  
Accounts Payable                   24486000.0  
Short Long Term Debt               36523000.0  ]
['quarterly_cashflow',                                            2021-12-31  2021-09-30  2021-06-30  \
Change To Liabilities                       7070000.0   2754000.0   3065000.0   
Total Cashflows From Investing Activities   -671000.0   1692000.0  -2236000.0   
Net Borrowings                               -84000.0   -110000.0 -37091000.0   
Total Cash From Financing Activities       -2694000.0   -120000.0 -36573000.0   
Change To Operating Activities              2313000.0  -3885000.0   2041000.0   
Issuance Of Stock                            243000.0    243000.0    612000.0   
Net Income                                  1744000.0   5573000.0   3464000.0   
Change In Cash                              6816000.0   6285000.0 -18055000.0   
Repurchase Of Stock                        -2853000.0    -10000.0    -94000.0   
Effect Of Exchange Rate                    -2602000.0  -2403000.0   1361000.0   
Total Cash From Operating Activities       12783000.0   7116000.0  19393000.0   
Depreciation                                6729000.0   6863000.0   7151000.0   
Change To Inventory                         1175000.0  -3379000.0   2895000.0   
Change To Account Receivables             -12683000.0  -2631000.0  -2759000.0   
Change To Netincome                         6410000.0   1797000.0   3494000.0   
Capital Expenditures                        -671000.0   -982000.0  -1236000.0   
Investments                                       NaN         NaN  -1000000.0   

                                           2021-03-31  
Change To Liabilities                       5099000.0  
Total Cashflows From Investing Activities   -731000.0  
Net Borrowings                            -20125000.0  
Total Cash From Financing Activities      -21275000.0  
Change To Operating Activities             -2856000.0  
Issuance Of Stock                            612000.0  
Net Income                                  2396000.0  
Change In Cash                             -1533000.0  
Repurchase Of Stock                        -1150000.0  
Effect Of Exchange Rate                    -4230000.0  
Total Cash From Operating Activities       24703000.0  
Depreciation                                7207000.0  
Change To Inventory                         4139000.0  
Change To Account Receivables               4962000.0  
Change To Netincome                         3706000.0  
Capital Expenditures                        -731000.0  
Investments                                -1000000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
1Q2021   114927000   2396000
2Q2021   115978000   3464000
3Q2021   113877000   5573000
4Q2021   128656000   1744000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                     13850000.0   14267000.0   14249000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                         3630000.0    7497000.0    5363000.0   
Minority Interest                              None         None         None   
Net Income                                1744000.0    5573000.0    3464000.0   
Selling General Administrative           41832000.0   41113000.0   42098000.0   
Gross Profit                             74660000.0   69390000.0   68135000.0   
Ebit                                     13733000.0    8687000.0    6135000.0   
Operating Income                         13733000.0    8687000.0    6135000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                          -217000.0    -332000.0    -556000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        1886000.0    1924000.0    1899000.0   
Total Revenue                           128656000.0  113877000.0  115978000.0   
Total Operating Expenses                114923000.0  105190000.0  109843000.0   
Cost Of Revenue                          53996000.0   44487000.0   47843000.0   
Total Other Income Expense Net          -10103000.0   -1190000.0    -772000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops            1744000.0    5573000.0    3464000.0   
Net Income Applicable To Common Shares    1744000.0    5573000.0    3464000.0   

                                         2021-03-31  
Research Development                     14040000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                         2864000.0  
Minority Interest                              None  
Net Income                                2396000.0  
Selling General Administrative           43826000.0  
Gross Profit                             68239000.0  
Ebit                                      4725000.0  
Operating Income                          4725000.0  
Other Operating Expenses                       None  
Interest Expense                          -766000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         468000.0  
Total Revenue                           114927000.0  
Total Operating Expenses                110202000.0  
Cost Of Revenue                          46688000.0  
Total Other Income Expense Net           -1861000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops            2396000.0  
Net Income Applicable To Common Shares    2396000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2399004    2022-01-30   
1  Victory Portfolios-Sycamore Small Company Oppo...  1931300    2022-01-30   
2             Allspring Special Small Cap Value Fund  1094467    2022-02-27   
3               Janus Henderson Small Cap Value Fund  1029275    2021-12-30   
4             Vanguard Total Stock Market Index Fund   975293    2021-12-30   
5                           iShares Russell 2000 ETF   768101    2022-01-30   
6                           Pax World Small Cap Fund   656049    2021-12-30   
7                 iShares S&P Smallcap 600 Value ETF   567510    2022-01-30   
8                Vanguard Extended Market Index Fund   483201    2021-12-30   
9                      Vanguard Small-Cap Index Fund   435072    2021-12-30   

    % Out     Value  
0  0.0694  55273052  
1  0.0558  44497152  
2  0.0316  30448071  
3  0.0298  24424695  
4  0.0282  23143702  
5  0.0222  17697047  
6  0.0190  15568042  
7  0.0164  13075430  
8  0.0140  11466359  
9  0.0126  10324258  ]
['options', ('2022-07-15',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1269485800.0
Sector 1YMF: 24.899993896484375
1YMF: 0.0020800547749332842
risk trend factor: 1.4928053621652477
Empty DataFrame
Columns: []
Index: [BANF]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	91.309998	78.439849	88.336826	98.233802	85.050318	3.918382	77.213553	92.887082

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BANF	0.00208	91.309998	1269485800.0	0.908755	0.916616	0.536421

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [55.05037811240374, 55.050606271872645, 55.050378267465184, 55.050378826915384]
inner cv sdevs: [38.40696138777089, 38.40684785417371, 38.40696123455406, 38.40696220978185]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 55.05037811240374 38.40696138777089
test cv mean error, stdev (10 folds): [57.95567696588894, 39.112074882464576]
sell date: 2022-08-07
expected return: -0.003023823237859786
discounted return: -5.7138069981199635e-05
quarter return: 0.9947569404468798

['options', ('2022-06-17',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 43971070600.0
Sector 1YMF: 33.88000297546387
1YMF: 0.0011477728268003554
risk trend factor: 1.48271332961936
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.179219        0.717       93.916         0.02        0.0004  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  5.310769    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88365  Oil & Gas E&P  6310117888        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.17    2.983406   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     2.178288       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121864000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SM       1.89  419887008             3.446  1986428032   2896824064  19.444235  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	48.68	33.61221	45.55127	57.49033	40.799365	5.375314	30.048737	51.549994

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.001148	48.68	43971070600.0	0.882715	0.962497	0.477599

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [54.55830160170929, 54.55830160179843, 54.55830165642794, 54.55830162553305]
inner cv sdevs: [81.76295272236173, 81.76295272218053, 81.76295270166503, 81.76295273415829]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 54.55830160170929 81.76295272236173
test cv mean error, stdev (10 folds): [59.85979191105109, 83.9317263444906]
sell date: 2022-09-18
expected return: 0.4161785870352987
discounted return: 0.0036694751318810948
quarter return: 1.400702408289501

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 30862818500.0
Sector 1YMF: 60.80000305175781
1YMF: 0.0019773339884690054
risk trend factor: 1.4312617289808671
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8         0.018   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5041999872       0.65762  6.810776    953625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.86683   5577000000                 0.91795  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  27598387200        4572000256          0.48611      0.1272     0.38   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    2.166474                     3.599633       0.35751      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10278        0.22396         1.034          42.596  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         177492992       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7666999808   10.25592  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	149.630005	123.836715	145.664128	167.49154	138.967619	9.402199	120.16322	157.772017

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FANG	0.001977	149.630005	30862818500.0	0.909025	0.795622	0.471983

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [420.9911806742642, 420.99118528006517, 420.9911809362091, 420.99118095605337]
inner cv sdevs: [399.94354296448176, 399.9435472710125, 399.94354269150665, 399.9435426878695]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 420.9911806742642 399.94354296448176
test cv mean error, stdev (10 folds): [452.09101009939167, 406.58471198735367]
sell date: 2022-09-18
expected return: 0.17649982474330506
discounted return: 0.001712451733919984
quarter return: 1.1704763687697823

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 2942817400.0
Sector 1YMF: 48.60003662109375
1YMF: 0.002574811471483076
risk trend factor: 1.4091055489095428
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	233.460007	230.598967	244.042699	257.486431	228.747143	20.577404	187.592334	269.901951

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUSA	0.002575	233.460007	2942817400.0	0.810256	0.994555	0.410124

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [765.2570051310021, 765.2570033166005, 765.2570037428297, 765.2570027051701]
inner cv sdevs: [851.4887196937432, 851.4887360733575, 851.4887359941931, 851.4887207691525]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 765.2570027051701 851.4887207691525
test cv mean error, stdev (10 folds): [734.658522916889, 887.264017863509]
sell date: 2022-08-14
expected return: 0.06110424655904528
discounted return: 0.0009889905276616595
quarter return: 1.0952056627369904

['options', ('2022-07-15', '2022-11-18')]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 12710569500.0
Sector 1YMF: 36.480003356933594
1YMF: 0.0023445054920631214
risk trend factor: 1.3709132852384265
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.922058        0.498       32.834            1        0.0155   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1278352000       0.53439  7.909181    661902144      0.88251   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.96343  Oil & Gas E&P  7717452288   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1547795968          0.26364      0.1225     0.14    3.034538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     3.226148       0.21834       0.47        0.07455   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18904          1.41          24.275  Energy          97381104   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue trailingPE  
PDCE       7.65  33829000             0.351  955555008   2392156928  186.03287  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	81.650002	61.282943	76.301429	91.319914	73.603492	5.718236	62.16702	85.039964

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PDCE	0.002345	81.650002	12710569500.0	0.903714	0.723739	0.494349

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [75.09304092740071, 75.09303415841248, 75.09303481621937, 75.09303269656365]
inner cv sdevs: [73.28977152907441, 73.2897722693622, 73.28977185668765, 73.28977285124697]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 75.09303269656365 73.28977285124697
test cv mean error, stdev (10 folds): [75.00694977102849, 76.86643139553966]
sell date: 2022-09-18
expected return: 0.1767714303828707
discounted return: 0.0017148857126882966
quarter return: 1.1707380497787239

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            3.161941e+09  3.267261e+09  3.333168e+09   
Total Liab                 2.426419e+09  2.823041e+09  2.869083e+09   
Total Stockholder Equity   2.910247e+09  2.544224e+09  2.464906e+09   
Deferred Long Term Liab    1.690000e+07  5.600000e+06  6.400000e+06   
Other Current Liab         6.228770e+08  7.500000e+08  6.521060e+08   
Total Assets               5.336666e+09  5.367265e+09  5.333989e+09   
Common Stock               9.650000e+05  9.740000e+05  9.890000e+05   
Other Current Assets       1.790900e+07  7.559000e+06  5.146000e+06   
Retained Earnings         -2.499540e+08 -7.230170e+08 -8.683380e+08   
Other Liab                 5.579650e+08  5.186080e+08  4.555700e+08   
Treasury Stock            -2.705000e+06 -9.940000e+05 -9.130000e+05   
Other Assets               5.559800e+07  4.755700e+07  4.764500e+07   
Cash                       3.382900e+07  9.992200e+07  1.097490e+08   
Total Current Liabilities  9.200960e+08  1.053438e+09  1.161964e+09   
Property Plant Equipment   4.822495e+09  4.835014e+09  4.856531e+09   
Total Current Assets       4.585730e+08  4.846940e+08  4.298130e+08   
Net Tangible Assets        2.910247e+09  2.544224e+09  2.464906e+09   
Net Receivables            3.986050e+08  3.686110e+08  3.072010e+08   
Long Term Debt             9.420840e+08  1.243235e+09  1.242676e+09   
Accounts Payable           1.278910e+08  1.439310e+08  1.770990e+08   
Short Long Term Debt                NaN           NaN  1.979190e+08   

                             2021-03-31  
Capital Surplus            3.369272e+09  
Total Liab                 2.653589e+09  
Total Stockholder Equity   2.587068e+09  
Deferred Long Term Liab    7.300000e+06  
Other Current Liab         4.411260e+08  
Total Assets               5.240657e+09  
Common Stock               9.940000e+05  
Other Current Assets       8.032000e+06  
Retained Earnings         -7.813010e+08  
Other Liab                 4.580310e+08  
Treasury Stock            -1.897000e+06  
Other Assets               6.254900e+07  
Cash                       5.906700e+07  
Total Current Liabilities  9.435670e+08  
Property Plant Equipment   4.842849e+09  
Total Current Assets       3.352590e+08  
Net Tangible Assets        2.587068e+09  
Net Receivables            2.568370e+08  
Long Term Debt             1.242108e+09  
Accounts Payable           1.206470e+08  
Short Long Term Debt       1.954510e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       40183000.0          0.0   
Total Cashflows From Investing Activities -154330000.0 -188348000.0   
Net Borrowings                            -308979000.0 -200414000.0   
Total Cash From Financing Activities      -431738999.0 -271933000.0   
Change To Operating Activities             160409000.0   33962000.0   
Net Income                                 473063000.0  145321000.0   
Change In Cash                             -66093000.0   -9827000.0   
Repurchase Of Stock                        -49679000.0  -59804000.0   
Total Cash From Operating Activities       519976000.0  450454000.0   
Depreciation                               159870000.0  172469000.0   
Dividends Paid                             -11401627.0  -11715000.0   
Change To Account Receivables             -153717000.0 -153717000.0   
Other Cashflows From Financing Activities  -13066000.0  -13066000.0   
Change To Netincome                       -162105000.0   95221000.0   
Capital Expenditures                      -154808000.0 -188654000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -131379000.0 -104747000.0  
Net Borrowings                               -434000.0 -168445000.0  
Total Cash From Financing Activities       -42246000.0 -191868000.0  
Change To Operating Activities            -118700000.0   53068000.0  
Net Income                                 -87037000.0   -9036000.0  
Change In Cash                              50682000.0   56444000.0  
Repurchase Of Stock                        -29927000.0  -23423000.0  
Total Cash From Operating Activities       224307000.0  353059000.0  
Depreciation                               165442000.0  149891000.0  
Dividends Paid                             -11885000.0  -11885000.0  
Change To Account Receivables             -153717000.0 -153717000.0  
Other Cashflows From Financing Activities  -13066000.0  -13066000.0  
Change To Netincome                        260725000.0  155299000.0  
Capital Expenditures                      -131423000.0 -109117000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   437800000   -9036000
2Q2021   510154000  -87037000
3Q2021   659386000  145321000
4Q2021   784817000  473063000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       499536000.0  145531000.0  -87192000.0   
Minority Interest                              None         None         None   
Net Income                              473063000.0  145321000.0  -87037000.0   
Selling General Administrative           31366000.0   30847000.0   32843000.0   
Gross Profit                            708056000.0  587005000.0  441770000.0   
Ebit                                    522355000.0  165486000.0  -67199000.0   
Operating Income                        522355000.0  165486000.0  -67199000.0   
Other Operating Expenses                 -2836000.0  220806000.0  313630000.0   
Interest Expense                        -16572000.0  -20098000.0  -20060000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       26473000.0     210000.0    -155000.0   
Total Revenue                           784817000.0  659386000.0  510154000.0   
Total Operating Expenses                262462000.0  493900000.0  577353000.0   
Cost Of Revenue                          76761000.0   72381000.0   68384000.0   
Total Other Income Expense Net          -22819000.0  -19955000.0  -19993000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          473063000.0  145321000.0  -87037000.0   
Net Income Applicable To Common Shares  473063000.0  145321000.0  -87037000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        -8981000.0  
Minority Interest                              None  
Net Income                               -9036000.0  
Selling General Administrative           32677000.0  
Gross Profit                            374264000.0  
Ebit                                     10038000.0  
Operating Income                         10038000.0  
Other Operating Expenses                184432000.0  
Interest Expense                        -19041000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                          55000.0  
Total Revenue                           437800000.0  
Total Operating Expenses                427762000.0  
Cost Of Revenue                          63536000.0  
Total Other Income Expense Net          -19019000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           -9036000.0  
Net Income Applicable To Common Shares   -9036000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  6850630    2022-01-30   
1             Vanguard Total Stock Market Index Fund  2768637    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2452337    2021-12-30   
3                     Oakmark Equity and Income Fund  2387591    2021-12-30   
4    Delaware Group Equity Fds V-Small Cap Core Fund  2303183    2022-02-27   
5                           iShares Russell 2000 ETF  2232757    2022-01-30   
6                    DFA U.S. Small Cap Value Series  2118368    2022-01-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  1970000    2022-01-30   
8               Vanguard Small-Cap Growth Index Fund  1526296    2021-12-30   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1385684    2022-01-30   

    % Out      Value  
0  0.0718  406036840  
1  0.0290  135054112  
2  0.0257  119624998  
3  0.0250  116466688  
4  0.0241  148601367  
5  0.0234  132335507  
6  0.0222  125555671  
7  0.0206  116761900  
8  0.0160   74452718  
9  0.0145   82129490  ]
['options', ('2022-07-15', '2022-12-16')]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 25155623800.0
Sector 1YMF: 31.859996795654297
1YMF: 0.001225813370607013
risk trend factor: 1.3241895273706934
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.085          0.2         0.003   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726  6.607179     33695376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94319  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  7609612288        1212914048          0.49636      0.0245     0.57   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    3.590058                     3.740739       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       4.68  63001000             0.533  1497975040   

     totalRevenue trailingPE  
MTDR   2034253952  10.514118  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	61.389999	46.07128	58.382381	70.693483	54.852223	5.232355	44.387512	65.316933

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTDR	0.001226	61.389999	25155623800.0	0.896081	0.97374	0.466991

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [54.44452294015202, 54.44452282954308, 54.44452293384688, 54.44452283616049]
inner cv sdevs: [60.67444204726364, 60.674441930999386, 60.674442048608405, 60.67444192961734]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 54.44452282954308 60.674441930999386
test cv mean error, stdev (10 folds): [59.493003553515294, 61.393550047501805]
sell date: 2022-09-18
expected return: 0.08933209186492223
discounted return: 0.0009010873003929554
quarter return: 1.0863926409175153

['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 121494374800.0
Sector 1YMF: 39.81001281738281
1YMF: 0.001862212142516412
risk trend factor: 1.2825393501347189
         beta currentRatio debtToEquity dividendRate dividendYield  \
CVX  1.078947        1.433       19.941         5.68        0.0315   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
CVX          3.473  38521999360       0.21783  12.431709  21073375232   

    grossMargins grossProfits heldPercentInstitutions              industry  \
CVX      0.40935  66234000000                 0.71587  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CVX  355886039040       33045999616          0.12219      0.5113      0.6   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CVX    2.433922                     2.012429       0.11596      1.119   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CVX        0.05505         0.1469         0.683          92.025  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
CVX        1964809984       2.03  11704000512             5.957  29333000192   

     totalRevenue trailingPE  
CVX  176843997184    17.0187  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	167.550003	165.754118	174.02664	182.299162	166.848085	6.732398	153.383289	180.31288

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVX	0.001862	167.550003	121494374800.0	0.873337	0.949121	0.497243

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [151.81724559834186, 151.81724556629135, 151.81724566025434, 151.81724572933933]
inner cv sdevs: [130.67142203588728, 130.67142201961119, 130.67142194988855, 130.67142195964368]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 151.81724556629135 130.67142201961119
test cv mean error, stdev (10 folds): [165.40839539167862, 129.42414651195193]

C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)

sell date: 2022-09-18
expected return: 0.08280129850502214
discounted return: 0.0008377346824555154
quarter return: 1.0800845509968897

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       9.95
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                  None
militaryContract                     False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 26318648400.0
Sector 1YMF: 29.75
1YMF: 0.0019388343665854815
risk trend factor: 1.2605933018437596
          beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.639705        1.822       57.138          1.6        0.0341   

          ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
DINO  1137624960       0.06186   -771616128      0.08786   1615735000   

     heldPercentInstitutions                        industry  \
DINO                 0.62529  Oil & Gas Refining & Marketing   

     operatingCashflow operatingMargins payoutRatio pegRatio profitMargins  \
DINO         406681984          0.04193      0.1032     0.35       0.03036   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
DINO      0.762        0.03946        0.11039         0.938         113.116   

      sector shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
DINO  Energy        3.3  234444000             1.438  3596556032  18389141504  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	52.709999	43.053372	50.814127	58.574881	43.209524	6.300526	30.608473	55.810575

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	0.001939	52.709999	26318648400.0	0.861118	0.358718	0.56268

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [64.68803451378928, 64.68803453398992, 64.68803464738129, 64.6880344998633]
inner cv sdevs: [71.44587844890935, 71.44587844396875, 71.44587835677216, 71.44587845532286]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 64.6880344998633 71.44587845532286
test cv mean error, stdev (10 folds): [70.46772015759147, 72.43971615287474]
sell date: 2022-08-28
expected return: 0.07016034770763921
discounted return: 0.0009167509719176792
quarter return: 1.0879579003349393

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.990580e+08  6.410410e+08  6.546840e+08   
Capital Surplus            4.220075e+09  4.232504e+09  4.225032e+09   
Total Liab                 6.622148e+09  6.567642e+09  6.519789e+09   
Total Stockholder Equity   5.687885e+09  5.726740e+09  5.443375e+09   
Minority Interest          6.065800e+08  6.027990e+08  5.968690e+08   
Deferred Long Term Liab    3.973850e+08  3.453140e+08  3.037070e+08   
Other Current Liab         2.699100e+07  1.499010e+08  2.866900e+07   
Total Assets               1.291661e+10  1.289718e+10  1.256003e+10   
Common Stock               2.560000e+06  2.560000e+06  2.560000e+06   
Other Current Assets       6.463000e+06  1.967000e+06  1.563000e+06   
Retained Earnings          4.413836e+09  4.453366e+09  4.172560e+09   
Other Liab                 1.118644e+09  1.136432e+09  1.078211e+09   
Good Will                  2.293044e+09  2.293305e+09  2.293544e+09   
Treasury Stock            -2.948586e+09 -2.961690e+09 -2.956777e+09   
Other Assets               7.510120e+08  3.453140e+08  3.037070e+08   
Cash                       2.344440e+08  1.481562e+09  1.398280e+09   
Total Current Liabilities  2.065464e+09  2.044208e+09  2.012771e+09   
Other Stockholder Equity   2.671000e+06  4.460000e+06  9.653000e+06   
Property Plant Equipment   5.811045e+09  5.262498e+09  5.163648e+09   
Total Current Assets       3.762454e+09  4.355023e+09  4.144450e+09   
Net Tangible Assets        3.095783e+09  2.792394e+09  2.495147e+09   
Net Receivables            1.339270e+09  9.475650e+08  9.962990e+08   
Long Term Debt             3.072737e+09  3.072352e+09  3.100969e+09   
Inventory                  2.122128e+09  1.887080e+09  1.700605e+09   
Accounts Payable           1.613484e+09  1.460769e+09  1.480820e+09   

                             2021-03-31  
Intangible Assets          6.498600e+08  
Capital Surplus            4.216816e+09  
Total Liab                 6.096771e+09  
Total Stockholder Equity   5.259187e+09  
Minority Interest          5.788590e+08  
Deferred Long Term Liab    3.087260e+08  
Other Current Liab         4.575800e+07  
Total Assets               1.193482e+10  
Common Stock               2.560000e+06  
Other Current Assets       2.445000e+06  
Retained Earnings          4.003733e+09  
Other Liab                 9.379900e+08  
Good Will                  2.293422e+09  
Treasury Stock            -2.963922e+09  
Other Assets               3.087260e+08  
Cash                       1.193428e+09  
Total Current Liabilities  1.757308e+09  
Other Stockholder Equity   4.658000e+06  
Property Plant Equipment   4.982533e+09  
Total Current Assets       3.700276e+09  
Net Tangible Assets        2.315905e+09  
Net Receivables            8.440410e+08  
Long Term Debt             3.126091e+09  
Inventory                  1.616848e+09  
Accounts Payable           1.266690e+09  ]
['quarterly_cashflow',                                              2021-12-31   2021-09-30  \
Investments                                6.480000e+05     410000.0   
Change To Liabilities                      1.738690e+08  -28662000.0   
Total Cashflows From Investing Activities -8.887430e+08 -116164000.0   
Net Borrowings                            -2.443000e+06  -30251000.0   
Total Cash From Financing Activities      -2.763400e+07  -45691000.0   
Change To Operating Activities            -1.612560e+08   72162000.0   
Net Income                                -3.953000e+07  280787000.0   
Change In Cash                            -1.247118e+09   83282000.0   
Repurchase Of Stock                       -6.445000e+06    -122000.0   
Effect Of Exchange Rate                    2.071000e+06   -4276000.0   
Total Cash From Operating Activities      -3.328120e+08  249413000.0   
Depreciation                              -2.702000e+06  121220000.0   
Change To Inventory                        5.507100e+07 -194922000.0   
Change To Account Receivables             -3.937620e+08   72256000.0   
Other Cashflows From Financing Activities -1.874600e+07  -15318000.0   
Change To Netincome                       -1.073170e+08  -58845000.0   
Capital Expenditures                      -2.650640e+08 -215504000.0   
Other Cashflows From Investing Activities           NaN          NaN   
Dividends Paid                                      NaN          NaN   

                                            2021-06-30   2021-03-31  
Investments                                  3107000.0    3107000.0  
Change To Liabilities                      201040000.0  266163000.0  
Total Cashflows From Investing Activities -175248000.0 -147064000.0  
Net Borrowings                             -26623000.0  -18173000.0  
Total Cash From Financing Activities       -48917000.0  -89561000.0  
Change To Operating Activities              55153000.0   98871000.0  
Net Income                                 168850000.0  148217000.0  
Change In Cash                             204852000.0 -174890000.0  
Repurchase Of Stock                          -479000.0     -12000.0  
Effect Of Exchange Rate                      1262000.0    -591000.0  
Total Cash From Operating Activities       427755000.0   62326000.0  
Depreciation                               124042000.0  124079000.0  
Change To Inventory                         36530000.0 -241238000.0  
Change To Account Receivables             -147010000.0 -145891000.0  
Other Cashflows From Financing Activities  -21815000.0  -13713000.0  
Change To Netincome                           -82000.0 -224054000.0  
Capital Expenditures                      -182880000.0 -149961000.0  
Other Cashflows From Investing Activities   -2897000.0    2897000.0  
Dividends Paid                                     NaN  -57663000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3504293000  148217000
2Q2021   4577123000  168850000
3Q2021   4685059000  280787000
4Q2021   5622667000  -39530000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        -43150000.0   357507000.0   
Minority Interest                        606580000.0   602799000.0   
Net Income                               -39530000.0   280787000.0   
Selling General Administrative            92633000.0    87686000.0   
Gross Profit                             225010000.0   509881000.0   
Ebit                                      -1821000.0   300975000.0   
Operating Income                          -1821000.0   300975000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -30955000.0   -26892000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       -26046000.0    54766000.0   
Total Revenue                           5622667000.0  4685059000.0   
Total Operating Expenses                5624488000.0  4384084000.0   
Cost Of Revenue                         5397657000.0  4175178000.0   
Total Other Income Expense Net           -41329000.0    56532000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           -17104000.0   302741000.0   
Net Income Applicable To Common Shares   -39107000.0   277234000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        318252000.0   154543000.0  
Minority Interest                        596869000.0   578859000.0  
Net Income                               168850000.0   148217000.0  
Selling General Administrative            78686000.0    73245000.0  
Gross Profit                             536228000.0   344616000.0  
Ebit                                     333500000.0   147292000.0  
Operating Income                         333500000.0   147292000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -28942000.0   -38386000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       123485000.0   -28307000.0  
Total Revenue                           4577123000.0  3504293000.0  
Total Operating Expenses                4243623000.0  3357001000.0  
Cost Of Revenue                         4040895000.0  3159677000.0  
Total Other Income Expense Net           -15248000.0     7251000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           194767000.0   182850000.0  
Net Income Applicable To Common Shares   166627000.0   146175000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                        iShares Core S&P Midcap ETF  4158265    2022-01-30   
1             Vanguard Total Stock Market Index Fund  4157166    2021-12-30   
2                     Fidelity Low-Priced Stock Fund  3753790    2022-02-27   
3                      Vanguard Small-Cap Index Fund  3681912    2021-12-30   
4  John Hancock Fds III-Disciplined Value Mid Cap Fd  2884974    2021-12-30   
5  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2700673    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2335086    2021-12-30   
7                    DFA U.S. Small Cap Value Series  1999592    2022-01-30   
8                Vanguard Extended Market Index Fund  1980785    2021-12-30   
9   John Hancock Mutual Fds III-Disciplined Value Fd  1734416    2021-12-30   

    % Out      Value  
0  0.0186  146204597  
1  0.0186  136271901  
2  0.0168  114302905  
3  0.0165  120693075  
4  0.0129   94569447  
5  0.0121   94955662  
6  0.0105   76544119  
7  0.0090   70305654  
8  0.0089   64930132  
9  0.0078   56854156  ]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 11748608200.0
Sector 1YMF: 45.5699462890625
1YMF: 0.0018464059427907385
risk trend factor: 1.2529544241683812
         beta currentRatio dividendRate dividendYield earningsGrowth  \
MCK  0.663839        0.954         1.88        0.0059         -0.406   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MCK  3191000064       0.01209  12.411926   2685625088      0.04957   

    grossProfits heldPercentInstitutions              industry    marketCap  \
MCK  13084000000                  0.9152  Medical Distribution  45990576128   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4433999872          0.00965      0.2521        1   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.174229       0.00422      0.456        0.02481   

    revenueGrowth revenuePerShare      sector sharesOutstanding shortRatio  \
MCK         0.118        1733.198  Healthcare         145364992       2.18   

      totalCash totalCashPerShare   totalDebt  totalRevenue trailingPE  
MCK  3532000000            24.297  7616999936  263965999104  43.771442  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	306.519989	305.867308	321.912697	337.958087	317.366349	10.865668	295.635013	339.097684

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	0.001846	306.519989	11748608200.0	0.83305	0.998289	0.462444

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [460.05208126937055, 460.0520748585798, 460.05224789481287, 460.05217972923657]
inner cv sdevs: [630.9192856360353, 630.9192650513498, 630.9192056098149, 630.9192346359147]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 460.0520748585798 630.9192650513498
test cv mean error, stdev (10 folds): [494.6143127590634, 651.7093168256196]
sell date: 2022-09-04
expected return: 0.06314634669239352
discounted return: 0.0007562458488148405
quarter return: 1.0720238639935127

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      58
governanceScore              5.52
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile         None
militaryContract            False]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 24263857900.0
Sector 1YMF: 85.80996704101562
1YMF: 0.002081342555175449
risk trend factor: 1.2479635528837139
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0456   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  9.925613   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                   0.922  Oil & Gas E&P  65539436544   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288      0.5    2.769122   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     3.127926        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  16.633099  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	264.549988	261.401114	274.131746	286.862377	256.653492	15.192129	226.269234	287.03775

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PXD	0.002081	264.549988	24263857900.0	0.887153	0.912273	0.497407

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [892.5062948284675, 892.5062924862012, 892.5062947368207, 892.506292562174]
inner cv sdevs: [977.0648262253535, 977.0648206428641, 977.0648262138556, 977.0648206123301]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 892.5062924862012 977.0648206428641
test cv mean error, stdev (10 folds): [969.3279521995831, 992.5744327433306]
sell date: 2022-09-18
expected return: 0.1003102962268565
discounted return: 0.001006740396978012
quarter return: 1.0969937957034677

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 27760839000.0
Sector 1YMF: 16.200002670288086
1YMF: 0.002252709293116105
risk trend factor: 1.229135049377601
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0298   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238   9.67663        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93154  Personal Services  5683142656   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     1.05   126.72598   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                     2.130946       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000       4.71   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  14.570376  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	34.380001	32.299965	34.590476	36.880987	29.356349	4.009761	21.336827	37.375872

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	0.002253	34.380001	27760839000.0	0.896972	0.725167	0.435532

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [7.879964442872336, 7.87996540432114, 7.879964573246037, 7.879964572890064]
inner cv sdevs: [7.164695090272689, 7.164694992608824, 7.164695029804184, 7.164695416232627]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 7.879964442872336 7.164695090272689
test cv mean error, stdev (10 folds): [8.086119047023693, 7.483224159904639]
sell date: 2022-08-07
expected return: 0.039744142922428415
discounted return: 0.0007356415169794683
quarter return: 1.0699951738206512

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SWX
sector: Utilities
Index: SP400
vol_30d_2yr: 4573768600.0
Sector 1YMF: 11.229995727539062
1YMF: 0.002194579760768833
risk trend factor: 1.1064033536257658
         beta currentRatio debtToEquity dividendRate dividendYield  \
SWX  0.108035        0.778      174.475         2.48        0.0263   

    earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
SWX         -0.222  786628992       0.19366  19.052631   -470833120   

    grossMargins grossProfits heldPercentInstitutions  \
SWX      0.21709    853431000                 0.89023   

                    industry   marketCap operatingCashflow operatingMargins  \
SWX  Utilities—Regulated Gas  6292110336         350460000          0.09512   

    payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
SWX      0.8123     5.02    1.803307                     1.549036   

    profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
SWX       0.04423      0.551        0.02178        0.05621         0.431   

    revenuePerShare     sector sharesOutstanding shortRatio  totalCash  \
SWX          67.779  Utilities          66852000       1.78  624665984   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
SWX             9.344  6324827136   4061953024   31.40474  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	87.040001	89.230089	92.435079	95.640069	86.673809	6.07931	74.51519	98.832428

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SWX	0.002195	87.040001	4573768600.0	0.777835	0.145807	0.399565

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -49.86000061035156
Sector Volume Factor: 0.002030212702591272
Sector Risk Trend Factor: -2.0367650862888413
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [40.85251490496256, 40.85251404388559, 40.85251485750529, 40.8525148569703]
inner cv sdevs: [45.99035856804874, 45.990358557509346, 45.99035859790528, 45.99035859814881]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 40.85251404388559 45.990358557509346
test cv mean error, stdev (10 folds): [42.239784165390134, 48.01514839154868]
sell date: 2022-08-14
expected return: 0.04870860708533844
discounted return: 0.0007929727235971296
quarter return: 1.0756494092256728

['options', ('2022-07-15',)]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 5736171600.0
Sector 1YMF: 32.53000259399414
1YMF: 0.002990670641722085
risk trend factor: 1.0993578314473855
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0222  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  5.807773    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04378  Oil & Gas E&P  7110930432         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792      0.4    1.532868   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     4.247195       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.57  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  16.671316  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	72.260002	59.517328	73.726826	87.936323	65.140952	7.841204	49.458544	80.82336

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CIVI	0.002991	72.260002	5736171600.0	0.823297	0.000891	0.485954

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [51.372232152287275, 51.37223262366982, 51.37223220954063, 51.37223251010233]
inner cv sdevs: [46.68892014635354, 46.68892026084118, 46.6889202409121, 46.688920193884556]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 51.372232152287275 46.68892014635354
test cv mean error, stdev (10 folds): [55.240649879687474, 47.257059140146964]
sell date: 2022-08-28
expected return: 0.09487096410260844
discounted return: 0.0012255681702533217
quarter return: 1.1192773292028735

['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 5252640900.0
Sector 1YMF: 22.279998779296875
1YMF: 0.00282585470482096
risk trend factor: 1.0878905897116047
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
CEIX  2.379059        0.868      100.167          5.642  282313984   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CEIX       0.22235  9.824903    196007120      0.33279    422536000   

     heldPercentInstitutions      industry   marketCap operatingCashflow  \
CEIX                 0.86884  Thermal Coal  1741250048         305568992   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
CEIX          0.04547           0    3.593283                     1.371392   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CEIX       0.02686      0.586        0.01416        0.05563         0.249   

     revenuePerShare  sector sharesOutstanding shortRatio  totalCash  \
CEIX          36.905  Energy          34480200       1.85  149912992   

     totalCashPerShare  totalDebt totalRevenue  
CEIX             4.348  673937984   1269694976  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	48.619999	48.146945	52.563492	56.980039	45.915397	7.098116	31.719165	60.111629

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	0.002826	48.619999	5252640900.0	0.806892	0.88812	0.521633

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [37.17757965786298, 37.177599654259346, 37.17758346919223, 37.177582876349014]
inner cv sdevs: [60.594009313268195, 60.594010488534494, 60.594019423616295, 60.59401174988886]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 37.17757965786298 60.594009313268195
test cv mean error, stdev (10 folds): [37.17759591773493, 60.59400035675132]
sell date: 2022-09-04
expected return: 0.4354238131587394
discounted return: 0.004472442586290981
quarter return: 1.5076427315207657

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.469450e+08  6.449200e+08  6.430330e+08   
Total Liab                        1.900704e+09  2.105167e+09  1.965198e+09   
Total Stockholder Equity          6.728130e+08  4.845800e+08  5.927330e+08   
Other Current Liab                1.790310e+08  2.688430e+08  1.451780e+08   
Total Assets                      2.573517e+09  2.589747e+09  2.557931e+09   
Common Stock                      3.450000e+05  3.450000e+05  3.450000e+05   
Other Current Assets              3.747200e+07  4.242800e+07  3.166900e+07   
Retained Earnings                 2.809600e+08  1.636370e+08  2.774260e+08   
Other Liab                        8.455480e+08  9.379920e+08  9.285180e+08   
Treasury Stock                   -2.554370e+08 -3.243220e+08 -3.280710e+08   
Other Assets                      5.153480e+08  5.008660e+08  4.742010e+08   
Cash                              1.499130e+08  1.619810e+08  1.466670e+08   
Total Current Liabilities         4.452320e+08  5.156760e+08  3.702570e+08   
Deferred Long Term Asset Charges  5.701100e+07  1.113720e+08  6.965600e+07   
Short Long Term Debt              3.658900e+07  2.765100e+07  3.139500e+07   
Other Stockholder Equity         -2.554370e+08 -3.243220e+08 -3.280710e+08   
Property Plant Equipment          1.671829e+09  1.704640e+09  1.711778e+09   
Total Current Assets              3.863400e+08  3.842410e+08  3.719520e+08   
Net Tangible Assets               6.728130e+08  4.845800e+08  5.927330e+08   
Net Receivables                   1.108630e+08  9.881800e+07  1.153080e+08   
Long Term Debt                    5.680520e+08  5.976970e+08  6.093260e+08   
Inventory                         6.287600e+07  5.601500e+07  5.929900e+07   
Accounts Payable                  8.034300e+07  7.839200e+07  6.807300e+07   

                                    2021-03-31  
Capital Surplus                   6.420540e+08  
Total Liab                        1.937495e+09  
Total Stockholder Equity          5.830650e+08  
Other Current Liab                1.260430e+08  
Total Assets                      2.520560e+09  
Common Stock                      3.440000e+05  
Other Current Assets              3.030000e+05  
Retained Earnings                 2.732540e+08  
Other Liab                        9.485460e+08  
Treasury Stock                   -3.325870e+08  
Other Assets                      4.475660e+08  
Cash                              9.117400e+07  
Total Current Liabilities         3.711940e+08  
Deferred Long Term Asset Charges  6.226100e+07  
Short Long Term Debt              2.888900e+07  
Other Stockholder Equity         -3.325870e+08  
Property Plant Equipment          1.736252e+09  
Total Current Assets              3.367420e+08  
Net Tangible Assets               5.830650e+08  
Net Receivables                   1.662310e+08  
Long Term Debt                    5.504440e+08  
Inventory                         5.520900e+07  
Accounts Payable                  7.538200e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                        5226000.0   13242000.0   
Total Cashflows From Investing Activities  -35758000.0  -45884000.0   
Net Borrowings                             -30768000.0  -22550000.0   
Total Cash From Financing Activities       -30768000.0  -22551000.0   
Change To Operating Activities             -27258000.0    1564000.0   
Net Income                                 117323000.0 -113789000.0   
Change In Cash                             -14100000.0   12103000.0   
Total Cash From Operating Activities        52426000.0   80538000.0   
Depreciation                                56510000.0   55977000.0   
Other Cashflows From Investing Activities   -7843000.0    -156000.0   
Change To Inventory                         -6861000.0    3284000.0   
Change To Account Receivables               -9263000.0    8877000.0   
Change To Netincome                        -85331000.0  109242000.0   
Capital Expenditures                       -29434000.0  -45863000.0   
Repurchase Of Stock                                NaN      -1000.0   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                       -6922000.0    -73000.0  
Total Cashflows From Investing Activities  -40225000.0  -5494000.0  
Net Borrowings                              56940000.0 -29803000.0  
Total Cash From Financing Activities        54342000.0 -31875000.0  
Change To Operating Activities             -14728000.0  -3098000.0  
Net Income                                   4172000.0  26404000.0  
Change In Cash                             108726000.0  40627000.0  
Total Cash From Operating Activities        94609000.0  77996000.0  
Depreciation                                52199000.0  59897000.0  
Other Cashflows From Investing Activities    -156000.0   -182000.0  
Change To Inventory                         -3574000.0    475000.0  
Change To Account Receivables               50857000.0  -5764000.0  
Change To Netincome                         10414000.0  -1985000.0  
Capital Expenditures                       -43655000.0 -13800000.0  
Repurchase Of Stock                          -230000.0  -2072000.0  
Other Cashflows From Financing Activities   -2368000.0  -2368000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   332361000   26404000
2Q2021   303895000    4172000
3Q2021   294837000 -113789000
4Q2021   338602000  117323000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       162586000.0 -154047000.0   -4721000.0   
Minority Interest                              None         None         None   
Net Income                              117323000.0 -113789000.0    4172000.0   
Selling General Administrative           20131000.0   22476000.0   22542000.0   
Gross Profit                            111053000.0   86408000.0  102837000.0   
Ebit                                    150330000.0 -139095000.0    7904000.0   
Operating Income                        150330000.0 -139095000.0    7904000.0   
Other Operating Expenses               -115918000.0  147050000.0   20192000.0   
Interest Expense                        -15849000.0  -16045000.0  -16187000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       45263000.0  -40258000.0   -8893000.0   
Total Revenue                           338602000.0  294837000.0  303895000.0   
Total Operating Expenses                188272000.0  433932000.0  295991000.0   
Cost Of Revenue                         227549000.0  208429000.0  201058000.0   
Total Other Income Expense Net           12256000.0  -14952000.0  -12625000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          117323000.0 -113789000.0    4172000.0   
Net Income Applicable To Common Shares  117323000.0 -113789000.0    4172000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        31589000.0  
Minority Interest                              None  
Net Income                               26404000.0  
Selling General Administrative           23964000.0  
Gross Profit                            120238000.0  
Ebit                                     36592000.0  
Operating Income                         36592000.0  
Other Operating Expenses                  -215000.0  
Interest Expense                        -15261000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5185000.0  
Total Revenue                           332361000.0  
Total Operating Expenses                295769000.0  
Cost Of Revenue                         212123000.0  
Total Other Income Expense Net           -5003000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           26404000.0  
Net Income Applicable To Common Shares   26404000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2228007    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini...  1914035    2022-01-30   
2                           iShares Russell 2000 ETF   792575    2022-01-30   
3             Vanguard Total Stock Market Index Fund   735685    2021-12-30   
4  Victory Portfolios-Victory Integrity Small Cap...   704300    2021-12-30   
5                    DFA U.S. Small Cap Value Series   629572    2022-01-30   
6                 iShares S&P Smallcap 600 Value ETF   526608    2022-01-30   
7                Vanguard Extended Market Index Fund   430229    2021-12-30   
8                     iShares Russell 2000 Value ETF   366723    2022-01-30   
9             Pacer Small Cap U.S. Cash Cows 100 ETF   323552    2022-01-30   

    % Out     Value  
0  0.0640  48436872  
1  0.0550  41611120  
2  0.0228  17230580  
3  0.0211  16707406  
4  0.0202  15994653  
5  0.0181  13686895  
6  0.0151  11448457  
7  0.0124   9770500  
8  0.0105   7972558  
9  0.0093   7034020  ]
['options', ('2022-06-17', '2022-08-19')]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 85091501400.0
Sector 1YMF: 10.370002746582031
1YMF: 0.002488228513029857
risk trend factor: 1.0757264941030475
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  8.591037   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  24952436736        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    5.269759                     6.799029       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  34.891922  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	31.110001	29.591317	33.487619	37.383921	30.099841	3.173533	23.752774	36.446908

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CTRA	0.002488	31.110001	85091501400.0	0.755725	0.297053	0.466999

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [8.490921905599953, 8.49092190559995, 8.49091938114321, 8.49091959997832]
inner cv sdevs: [13.61240965411061, 13.61240965411061, 13.612411037707153, 13.612410995807492]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 8.49091938114321 13.612411037707153
test cv mean error, stdev (10 folds): [9.248663628059463, 14.053882917359559]
sell date: 2022-07-03
expected return: 0.09349971914706096
discounted return: 0.004978088843464068
quarter return: 1.5790888440851625

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 49783403200.0
Sector 1YMF: 45.48998260498047
1YMF: 0.0016465607959883304
risk trend factor: 1.0583987680783176
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.778921        2.124       26.632            3        0.0241   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
EOG          4.838  10099000320       0.51064  12.900809   4534499840   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.65905  13034000000                 0.90667  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  74575568896        8791000064          0.30935       0.265     0.77   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.425791                     3.770823       0.23583      1.866   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.10329        0.21957         1.047           34.04  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585089984       2.09  5208999936             8.898  5906999808   

    totalRevenue trailingPE  
EOG  19776999424  24.572971  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	131.259995	119.225897	134.415556	149.605215	125.023334	8.717671	107.587992	142.458675

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EOG	0.001647	131.259995	49783403200.0	0.856727	0.811415	0.485527

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [292.9270453853788, 292.9270439336202, 292.92704520194474, 292.932579020314]
inner cv sdevs: [278.02334416296463, 278.0233424023367, 278.02334431198744, 278.0363452309527]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 292.9270439336202 278.0233424023367
test cv mean error, stdev (10 folds): [320.1641374181127, 277.24759126505654]
sell date: 2022-09-18
expected return: 0.19502048924895965
discounted return: 0.0018771631537259914
quarter return: 1.1883159307933717

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.087000e+09  6.058000e+09  6.017000e+09   
Total Liab                        1.605600e+10  1.540700e+10  1.600400e+10   
Total Stockholder Equity          2.218000e+10  2.176500e+10  2.088100e+10   
Other Current Liab                1.523000e+09  1.224000e+09  1.698000e+09   
Total Assets                      3.823600e+10  3.717200e+10  3.688500e+10   
Common Stock                      2.060000e+08  2.060000e+08  2.060000e+08   
Other Current Assets              4.560000e+08  3.810000e+08  5.130000e+08   
Retained Earnings                 1.591900e+10  1.554200e+10  1.468900e+10   
Other Liab                        6.384000e+09  6.844000e+09  6.916000e+09   
Treasury Stock                   -3.200000e+07 -4.100000e+07 -3.100000e+07   
Other Assets                      4.830000e+08  1.278000e+09  1.291000e+09   
Cash                              5.209000e+09  4.293000e+09  3.880000e+09   
Total Current Liabilities         4.042000e+09  3.484000e+09  4.002000e+09   
Deferred Long Term Asset Charges  1.100000e+07  1.400000e+07  3.000000e+06   
Other Stockholder Equity         -1.200000e+07 -1.300000e+07 -1.500000e+07   
Property Plant Equipment          2.916900e+10  2.854500e+10  2.865900e+10   
Total Current Assets              8.584000e+09  7.349000e+09  6.935000e+09   
Net Tangible Assets               2.218000e+10  2.176500e+10  2.088100e+10   
Net Receivables                   2.335000e+09  2.154000e+09  2.026000e+09   
Long Term Debt                    4.859000e+09  5.079000e+09  5.086000e+09   
Inventory                         5.840000e+08  5.210000e+08  5.160000e+08   
Accounts Payable                  2.242000e+09  1.972000e+09  2.012000e+09   
Short Long Term Debt                       NaN  3.800000e+07  3.900000e+07   

                                    2021-03-31  
Capital Surplus                   5.979000e+09  
Total Liab                        1.540900e+10  
Total Stockholder Equity          2.076200e+10  
Other Current Liab                1.059000e+09  
Total Assets                      3.617100e+10  
Common Stock                      2.060000e+08  
Other Current Assets              4.130000e+08  
Retained Earnings                 1.460600e+10  
Other Liab                        7.003000e+09  
Treasury Stock                   -2.900000e+07  
Other Assets                      1.314000e+09  
Cash                              3.388000e+09  
Total Current Liabilities         3.312000e+09  
Deferred Long Term Asset Charges  4.000000e+06  
Other Stockholder Equity         -1.400000e+07  
Property Plant Equipment          2.866600e+10  
Total Current Assets              6.191000e+09  
Net Tangible Assets               2.076200e+10  
Net Receivables                   1.828000e+09  
Long Term Debt                    5.094000e+09  
Inventory                         5.620000e+08  
Accounts Payable                  1.945000e+09  
Short Long Term Debt              3.900000e+07  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      3.410000e+08 -6.800000e+07   
Total Cashflows From Investing Activities -8.370000e+08 -9.330000e+08   
Net Borrowings                            -1.000000e+07 -9.000000e+06   
Total Cash From Financing Activities      -1.414000e+09 -8.500000e+08   
Change To Operating Activities             2.000000e+07 -4.800000e+07   
Issuance Of Stock                          1.000000e+07  1.000000e+07   
Net Income                                 1.985000e+09  1.095000e+09   
Change In Cash                             9.160000e+08  4.130000e+08   
Repurchase Of Stock                       -8.000000e+06 -2.100000e+07   
Effect Of Exchange Rate                    1.000000e+06  1.000000e+06   
Total Cash From Operating Activities       3.166000e+09  2.196000e+09   
Depreciation                               1.072000e+09  1.009000e+09   
Other Cashflows From Investing Activities  1.000000e+08 -4.500000e+07   
Dividends Paid                            -2.241732e+08 -2.488268e+08   
Change To Inventory                       -1.080000e+08 -6.000000e+06   
Change To Account Receivables             -1.820000e+08 -1.450000e+08   
Change To Netincome                        1.200000e+07  1.530000e+08   
Capital Expenditures                      -1.014000e+09 -8.960000e+08   

                                             2021-06-30    2021-03-31  
Change To Liabilities                      1.100000e+07  1.720000e+08  
Total Cashflows From Investing Activities -8.280000e+08 -8.210000e+08  
Net Borrowings                            -9.000000e+06 -7.590000e+08  
Total Cash From Financing Activities      -2.410000e+08 -9.880000e+08  
Change To Operating Activities            -1.410000e+08 -2.830000e+08  
Issuance Of Stock                          9.000000e+06  9.000000e+06  
Net Income                                 9.070000e+08  6.770000e+08  
Change In Cash                             4.920000e+08  5.900000e+07  
Repurchase Of Stock                       -2.000000e+06 -1.000000e+07  
Effect Of Exchange Rate                    2.000000e+06 -2.000000e+06  
Total Cash From Operating Activities       1.559000e+09  1.870000e+09  
Depreciation                               9.570000e+08  9.430000e+08  
Other Cashflows From Investing Activities  5.400000e+07  9.100000e+07  
Dividends Paid                            -2.390000e+08 -2.190000e+08  
Change To Inventory                        3.700000e+07  6.400000e+07  
Change To Account Receivables             -1.860000e+08 -3.080000e+08  
Change To Netincome                        1.370000e+08  3.620000e+08  
Capital Expenditures                      -1.023000e+09 -9.170000e+08  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   4067000000   677000000
2Q2021   4515000000   907000000
3Q2021   5258000000  1095000000
4Q2021   5937000000  1985000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2499000000.0  1429000000.0   
Minority Interest                               None          None   
Net Income                              1985000000.0  1095000000.0   
Selling General Administrative           139000000.0   142000000.0   
Gross Profit                            4064000000.0  3440000000.0   
Ebit                                    2588000000.0  1470000000.0   
Operating Income                        2588000000.0  1470000000.0   
Other Operating Expenses                 180000000.0   771000000.0   
Interest Expense                         -38000000.0   -48000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       514000000.0   334000000.0   
Total Revenue                           5937000000.0  5258000000.0   
Total Operating Expenses                3349000000.0  3788000000.0   
Cost Of Revenue                         1873000000.0  1818000000.0   
Total Other Income Expense Net           -89000000.0   -41000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1985000000.0  1095000000.0   
Net Income Applicable To Common Shares  1985000000.0  1095000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1124000000.0   881000000.0  
Minority Interest                               None          None  
Net Income                               907000000.0   677000000.0  
Selling General Administrative           120000000.0   110000000.0  
Gross Profit                            2912000000.0  2618000000.0  
Ebit                                    1121000000.0   939000000.0  
Operating Income                        1121000000.0   939000000.0  
Other Operating Expenses                 666000000.0   582000000.0  
Interest Expense                         -45000000.0   -47000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       217000000.0   204000000.0  
Total Revenue                           4515000000.0  4067000000.0  
Total Operating Expenses                3394000000.0  3128000000.0  
Cost Of Revenue                         1603000000.0  1449000000.0  
Total Other Income Expense Net             3000000.0   -58000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           907000000.0   677000000.0  
Net Income Applicable To Common Shares   907000000.0   677000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  16628038    2021-12-30  0.0284   
1   Select Sector SPDR Fund-Energy Select  15554415    2022-01-30  0.0266   
2                 Vanguard 500 Index Fund  12390700    2021-12-30  0.0212   
3              Growth Fund Of America Inc  11079049    2022-02-27  0.0189   
4        Washington Mutual Investors Fund  10123086    2022-01-30  0.0173   
5                American Mutual Fund Inc   9597595    2022-01-30  0.0164   
6           Investment Company Of America   8922398    2021-12-30  0.0152   
7            JP Morgan Equity Income Fund   7968006    2021-12-30  0.0136   
8    Capital World Growth and Income Fund   6235135    2022-02-27  0.0106   
9                  SPDR S&P 500 ETF Trust   6192774    2022-01-30  0.0106   

        Value  
0  1477068615  
1  1734006184  
2  1100665881  
3  1273204311  
4  1128521627  
5  1069939890  
6   792576614  
7   707797972  
8   716541714  
9   690370445  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.73
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                     0
militaryContract                     False]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 6186219000.0
Sector 1YMF: 24.81000518798828
1YMF: 0.0019439660962536243
risk trend factor: 1.0528774421714568
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  4.088889   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83063   

           industry   marketCap operatingCashflow operatingMargins  \
ROCC  Oil & Gas E&P  1051397696         390172992          0.23271   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
ROCC           0     0.14    3.345455                       1.4818   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
ROCC       0.06175      0.404        0.08139        0.19205         1.903   

     revenuePerShare  sector sharesOutstanding shortRatio totalCash  \
ROCC           39.08  Energy          21163400        2.3   6358000   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
ROCC               0.3  525808992    709540992  21.113474  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	45.240002	29.444383	42.210556	54.976728	37.569365	5.330721	26.907924	48.230807

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROCC	0.001944	45.240002	6186219000.0	0.823206	0.622824	0.579733

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [71.38113556924571, 71.38113547261227, 71.38107197959948, 71.38107197165442]
inner cv sdevs: [76.5678010950792, 76.56780087204898, 76.56781110897751, 76.56781111187205]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 71.38107197165442 76.56781111187205
test cv mean error, stdev (10 folds): [75.727216744053, 79.00074871051713]
sell date: 2022-08-07
expected return: 0.11902086456874392
discounted return: 0.0021240275552245613
quarter return: 1.2155580840834126

['options', ('2022-07-15', '2022-12-16')]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 24607383000.0
Sector 1YMF: 34.04999542236328
1YMF: 0.0017705417922742942
risk trend factor: 1.0422402625987157
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.769607        1.418      122.347          1.5        0.0131   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804999936       0.49467  25.03419   1165874944   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.83247  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  36287619072        2143000064          0.30083      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    6.429591                     4.717579       0.09412      0.595   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07465         0.1547          0.21           24.97  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         309727008       2.85  1370000000             4.414  8622999552   

    totalRevenue trailingPE  
HES   7692000256  185.08688  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	120.07	111.313564	121.821587	132.32961	112.455397	8.510819	95.433758	129.477035

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HES	0.001771	120.07	24607383000.0	0.882322	0.938257	0.449035

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [189.7450140342545, 189.7450140343074, 189.74501403310452, 189.74501404243793]
inner cv sdevs: [200.65877762564895, 200.6587776221327, 200.65877762593144, 200.6587776288162]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 189.74501403310452 200.65877762593144
test cv mean error, stdev (10 folds): [207.17371143611325, 202.35855585333596]
sell date: 2022-09-18
expected return: 0.15596163362674056
discounted return: 0.001526770442668024
quarter return: 1.1506830958889815

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Liab                        1.275000e+10  1.348900e+10  1.323400e+10   
Total Stockholder Equity          6.308000e+09  6.300000e+09  5.609000e+09   
Minority Interest                 7.400000e+08  7.260000e+08  6.470000e+08   
Other Current Liab                2.190000e+09  1.193000e+09  9.330000e+08   
Total Assets                      1.979800e+10  2.051500e+10  1.949000e+10   
Common Stock                      7.074000e+09  3.100000e+08  3.100000e+08   
Other Current Assets              1.896000e+09  1.990000e+08  1.180000e+08   
Other Liab                        1.937000e+09  1.890000e+09  1.877000e+09   
Treasury Stock                   -7.660000e+08 -4.060000e+08 -7.960000e+08   
Other Assets                      1.560000e+09  1.129000e+09  7.660000e+08   
Cash                              1.370000e+09  2.713000e+09  2.419000e+09   
Total Current Liabilities         2.303000e+09  3.064000e+09  2.749000e+09   
Short Long Term Debt              2.200000e+07  5.170000e+08  5.140000e+08   
Other Stockholder Equity         -7.660000e+08 -4.060000e+08 -7.960000e+08   
Property Plant Equipment          1.497200e+10  1.467800e+10  1.446800e+10   
Total Current Assets              3.266000e+09  4.346000e+09  3.892000e+09   
Net Tangible Assets               6.308000e+09  5.940000e+09  5.249000e+09   
Long Term Debt                    7.934000e+09  7.941000e+09  7.993000e+09   
Capital Surplus                            NaN  6.017000e+09  5.903000e+09   
Retained Earnings                          NaN  3.790000e+08  1.920000e+08   
Good Will                                  NaN  3.600000e+08  3.600000e+08   
Deferred Long Term Asset Charges           NaN  7.100000e+07  2.600000e+07   
Long Term Investments                      NaN  2.000000e+06  4.000000e+06   
Net Receivables                            NaN  1.211000e+09  1.093000e+09   
Inventory                                  NaN  2.230000e+08  2.620000e+08   
Accounts Payable                           NaN  2.200000e+08  2.100000e+08   

                                    2021-06-30  
Total Liab                        1.263400e+10  
Total Stockholder Equity          5.488000e+09  
Minority Interest                 1.044000e+09  
Other Current Liab                9.670000e+08  
Total Assets                      1.916600e+10  
Common Stock                      3.100000e+08  
Other Current Assets              2.960000e+08  
Other Liab                        1.764000e+09  
Treasury Stock                   -8.360000e+08  
Other Assets                      6.480000e+08  
Cash                              2.430000e+09  
Total Current Liabilities         2.527000e+09  
Short Long Term Debt              5.110000e+08  
Other Stockholder Equity         -8.360000e+08  
Property Plant Equipment          1.418500e+10  
Total Current Assets              3.969000e+09  
Net Tangible Assets               5.128000e+09  
Long Term Debt                    7.712000e+09  
Capital Surplus                   5.859000e+09  
Retained Earnings                 1.550000e+08  
Good Will                         3.600000e+08  
Deferred Long Term Asset Charges  2.100000e+07  
Long Term Investments             4.000000e+06  
Net Receivables                   1.002000e+09  
Inventory                         2.410000e+08  
Accounts Payable                  1.780000e+08  ]
['quarterly_cashflow',                                              2022-03-31   2021-12-31  \
Change To Liabilities                      0.000000e+00   72000000.0   
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0   
Net Borrowings                            -5.060000e+08  -53000000.0   
Total Cash From Financing Activities      -6.650000e+08  -95000000.0   
Change To Operating Activities            -1.108000e+09  -51000000.0   
Issuance Of Stock                          3.300000e+07  110000000.0   
Net Income                                 4.170000e+08  265000000.0   
Change In Cash                            -1.343000e+09  294000000.0   
Total Cash From Operating Activities      -1.560000e+08  899000000.0   
Depreciation                               3.430000e+08  403000000.0   
Dividends Paid                            -1.190000e+08  -77000000.0   
Other Cashflows From Financing Activities -7.300000e+07  -75000000.0   
Change To Netincome                        1.920000e+08  218000000.0   
Capital Expenditures                      -5.460000e+08 -509000000.0   
Other Cashflows From Investing Activities           NaN   -1000000.0   
Change To Inventory                                 NaN   38000000.0   
Change To Account Receivables                       NaN -215000000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                      225000000.0   71000000.0  
Total Cashflows From Investing Activities -370000000.0  -60000000.0  
Net Borrowings                             287000000.0  -69000000.0  
Total Cash From Financing Activities      -256000000.0 -161000000.0  
Change To Operating Activities             -74000000.0  -37000000.0  
Issuance Of Stock                          110000000.0   75000000.0  
Net Income                                 115000000.0  -73000000.0  
Change In Cash                             -11000000.0  564000000.0  
Total Cash From Operating Activities       615000000.0  785000000.0  
Depreciation                               207000000.0  538000000.0  
Dividends Paid                             -77000000.0  -77000000.0  
Other Cashflows From Financing Activities -466000000.0  -90000000.0  
Change To Netincome                        309000000.0  194000000.0  
Capital Expenditures                      -498000000.0 -355000000.0  
Other Cashflows From Investing Activities   -2000000.0   -2000000.0  
Change To Inventory                        -40000000.0  -22000000.0  
Change To Account Receivables             -218000000.0   14000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1535000000  -73000000
3Q2021   1717000000  115000000
4Q2021   2188000000  265000000
1Q2022   2252000000  417000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        702000000.0   568000000.0   
Minority Interest                        740000000.0   726000000.0   
Net Income                               417000000.0   265000000.0   
Selling General Administrative           423000000.0   402000000.0   
Gross Profit                            1570000000.0  1516000000.0   
Ebit                                     803000000.0   685000000.0   
Operating Income                         803000000.0   685000000.0   
Other Operating Expenses                 -36000000.0   -14000000.0   
Interest Expense                        -123000000.0  -121000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       197000000.0   212000000.0   
Total Revenue                           2252000000.0  2188000000.0   
Total Operating Expenses                1449000000.0  1503000000.0   
Cost Of Revenue                          682000000.0   672000000.0   
Total Other Income Expense Net          -101000000.0  -117000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           505000000.0   356000000.0   
Net Income Applicable To Common Shares   417000000.0   265000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        328000000.0   135000000.0  
Minority Interest                        647000000.0  1044000000.0  
Net Income                               115000000.0   -73000000.0  
Selling General Administrative           409000000.0   399000000.0  
Gross Profit                            1195000000.0  1213000000.0  
Ebit                                     424000000.0   254000000.0  
Operating Income                         424000000.0   254000000.0  
Other Operating Expenses                 -23000000.0   -20000000.0  
Interest Expense                        -125000000.0  -118000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       143000000.0   122000000.0  
Total Revenue                           1717000000.0  1535000000.0  
Total Operating Expenses                1293000000.0  1281000000.0  
Cost Of Revenue                          522000000.0   322000000.0  
Total Other Income Expense Net           -96000000.0  -119000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           185000000.0    13000000.0  
Net Income Applicable To Common Shares   115000000.0   -73000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0   Select Sector SPDR Fund-Energy Select  8106371    2022-01-30  0.0260   
1  Vanguard Total Stock Market Index Fund  7922572    2021-12-30  0.0255   
2                  Dodge & Cox Stock Fund  6588763    2021-12-30  0.0212   
3             Vanguard Mid-Cap Index Fund  6303240    2021-12-30  0.0203   
4                  Vanguard/Primecap Fund  6049200    2021-12-30  0.0194   
5                 Vanguard 500 Index Fund  5837872    2021-12-30  0.0188   
6            Fidelity Growth Company Fund  3600791    2022-02-27  0.0116   
7                  SPDR S&P 500 ETF Trust  2920036    2022-01-30  0.0094   
8                 Fidelity 500 Index Fund  2822946    2022-02-27  0.0091   
9    Fidelity Series Large Cap Stock Fund  2618572    2022-02-27  0.0084   

       Value  
0  748136979  
1  586508005  
2  487766124  
3  466628857  
4  447822276  
5  432177664  
6  363895938  
7  269490122  
8  285286922  
9  264632886  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       6.97
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                     0
militaryContract                     False]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 5611692500.0
Sector 1YMF: 1.1700019836425781
1YMF: 0.0029183887035863065
risk trend factor: 1.0
Empty DataFrame
Columns: []
Index: [TVTY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	31.6	31.867551	32.187619	32.507687	31.740317	0.960049	29.82022	33.660415

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	0.002918	31.6	5611692500.0	0.943172	0.510164	0.449517

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [23.437302354648853, 23.437302324695864, 23.43730523304616, 23.43730524319808]
inner cv sdevs: [20.620170957952805, 20.620170913895695, 20.6201768922314, 20.6201768869547]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 23.437302324695864 20.620170913895695
test cv mean error, stdev (10 folds): [25.29395733901864, 20.731419404745342]
sell date: 2022-07-24
expected return: 0.05897098655315649
discounted return: 0.0014702507661197295
quarter return: 1.144724197588399

['options', ('2022-08-19',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 256214422000.0
Sector 1YMF: 21.77999496459961
1YMF: 0.0022195655324976204
risk trend factor: 0.9675696533828447
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0084   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  7.333333   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82163  Oil & Gas E&P  56493871104   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.25    3.730198   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.947259       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY    9.01181  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	62.09	60.915808	66.88381	72.851811	61.294445	4.783614	51.727217	70.861672

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	0.00222	62.09	256214422000.0	0.817613	0.738509	0.544974

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [65.74632537823037, 65.74632526324514, 65.74632563897408, 65.74632473939108]
inner cv sdevs: [72.72855684487484, 72.7285560600168, 72.72855583412783, 72.72855645935246]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 65.74632473939108 72.72855645935246
test cv mean error, stdev (10 folds): [69.94735867807196, 74.99501086042389]
sell date: 2022-09-18
expected return: 0.15204190134433437
discounted return: 0.001490962320840783
quarter return: 1.1469042757640264

['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MUR
sector: Energy
Index: SP400
vol_30d_2yr: 33077715200.0
Sector 1YMF: 11.920003890991211
1YMF: 0.0010554991416093938
risk trend factor: 0.8435953991460802
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MUR  2.55625          0.6       80.704          0.7        0.0161  1488126976   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MUR       0.48315  5.593307   1159256320      0.81723   2271014000   

    heldPercentInstitutions       industry   marketCap operatingCashflow  \
MUR                 0.83585  Oil & Gas E&P  6752466944        1522727040   

    operatingMargins payoutRatio pegRatio priceToBook  \
MUR          0.21109      0.7836     0.18    1.674372   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MUR                     2.192315       0.03261      0.533        0.03902   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MUR        0.06042         0.471          19.932  Energy         155372000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
MUR       4.37  480587008             3.093  3393031936   3080061952   

    trailingPE  
MUR   66.96456  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	41.580002	32.779324	40.32127	47.863216	39.598281	3.268708	33.060864	46.135697

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUR	0.001055	41.580002	33077715200.0	0.891467	0.791664	0.454943

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [26.871992144205784, 26.871992150022162, 26.871992150235926, 26.871992144997105]
inner cv sdevs: [29.605645173940232, 29.60564517761439, 29.60564517743851, 29.60564517392599]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 26.871992144205784 29.605645173940232
test cv mean error, stdev (10 folds): [28.72572118180319, 30.435903535486183]
sell date: 2022-09-18
expected return: 0.1925349142752104
discounted return: 0.0018552053107643296
quarter return: 1.185922273727027

['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 4840968000.0
Sector 1YMF: 50.989990234375
1YMF: 0.0012578889180841519
risk trend factor: 0.8268198335018307
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-14	184.309998	174.372359	193.022857	211.673356	170.678412	18.041759	134.594895	206.761929

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZPN	0.001258	184.309998	4840968000.0	0.775395	0.752504	0.381769

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	risk_trend_factor
black	linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -353.0699768066406
Sector Volume Factor: 0.00219037124135683
Sector Risk Trend Factor: -4.508044961227624
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175

C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)

ets next 13 weeks
inner cv scores: [366.7245041926584, 366.72448797471003, 366.7245041926584, 366.7245036735472]
inner cv sdevs: [560.7658577875985, 560.7658611961473, 560.7658577875985, 560.7658580175564]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 366.72448797471003 560.7658611961473
test cv mean error, stdev (10 folds): [401.82341576592614, 576.5005602318051]
sell date: 2022-07-24
expected return: 0.11635016787519324
discounted return: 0.0028261549197503566
quarter return: 1.296462672251224

['options', ('2022-07-15', '2022-12-16')]

	exp_return	sell_date	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
VPU	0.045293	2022-06-19	4	0.011136	2.769969	49.980765	50.637006	False	144.529999	error	nan	0.345816	0.350356
NTUS	0.042142	2022-06-19	4	0.010373	2.584149	10.626461	12.414671	False	31.790001	Healthcare	SP600	0.334271	0.390521
APA	0.146089	2022-07-03	18	0.007604	2.007578	39.791599	45.971410	False	46.000000	Energy	SP500	0.865035	0.999378
CTRA	0.093500	2022-07-03	18	0.004978	1.579089	9.248664	14.053883	False	31.110001	Energy	SP500	0.297289	0.451748
CEIX	0.435424	2022-09-04	81	0.004472	1.507643	37.177596	60.594000	False	48.619999	Energy	SP600	0.764656	1.246277
SM	0.416179	2022-09-18	95	0.003669	1.400702	59.859792	83.931726	False	48.680000	Energy	SP600	1.229659	1.724152
AZPN	0.116350	2022-07-24	39	0.002826	1.296463	401.823416	576.500560	False	184.309998	Technology	SP400	2.180150	3.127885
LNTH	0.234502	2022-09-18	95	0.002220	1.226316	42.463777	63.031572	False	62.580002	Healthcare	SP600	0.678552	1.007216
ROCC	0.119021	2022-08-07	53	0.002124	1.215558	75.727217	79.000749	False	45.240002	Energy	SP600	1.673900	1.746259
VAW	0.050287	2022-07-10	25	0.001964	1.197882	228.726728	120.886783	False	169.380005	error	nan	1.350376	0.713702
EOG	0.195020	2022-09-18	95	0.001877	1.188316	320.164137	277.247591	False	131.259995	Energy	SP500	2.439160	2.112202
MUR	0.192535	2022-09-18	95	0.001855	1.185922	28.725721	30.435904	False	41.580002	Energy	SP400	0.690854	0.731984
PDCE	0.176771	2022-09-18	95	0.001715	1.170738	75.006950	76.866431	False	81.650002	Energy	SP400	0.918640	0.941414
FANG	0.176500	2022-09-18	95	0.001712	1.170476	452.091010	406.584712	False	149.630005	Energy	SP500	3.021393	2.717267
HES	0.155962	2022-09-18	95	0.001527	1.150683	207.173711	202.358556	False	120.070000	Energy	SP500	1.725441	1.685338
OXY	0.152042	2022-09-18	95	0.001491	1.146904	69.947359	74.995011	False	62.090000	Energy	SP500	1.126548	1.207844
TVTY	0.058971	2022-07-24	39	0.001470	1.144724	25.293957	20.731419	False	31.600000	error	SP600	0.800442	0.656058
MRO	0.141926	2022-09-18	95	0.001398	1.137150	13.299650	18.071933	False	28.790001	Energy	SP500	0.461954	0.627716
VNQ	0.041482	2022-07-17	32	0.001271	1.123953	42.999334	39.984518	False	87.320000	error	nan	0.492434	0.457908
CIVI	0.094871	2022-08-28	74	0.001226	1.119277	55.240650	47.257059	True	72.260002	Energy	SP600	0.764471	0.653986
PBF	0.048794	2022-07-24	39	0.001222	1.118941	22.654817	23.095485	False	38.919998	Energy	SP600	0.582087	0.593409
XOM	0.119850	2022-09-18	95	0.001192	1.115854	113.905467	113.228428	False	96.099998	Energy	SP500	1.185281	1.178235
VIS	0.029960	2022-07-10	25	0.001181	1.114753	224.843168	189.322891	False	164.399994	error	nan	1.367659	1.151599
VCR	0.046710	2022-07-24	39	0.001171	1.113705	969.516354	924.206924	False	228.220001	error	nan	4.248166	4.049632
SAFM	0.027646	2022-07-10	25	0.001091	1.105564	325.355867	377.509204	False	207.410004	Consumer Defensive	SP400	1.568660	1.820111
VGT	0.043232	2022-07-24	39	0.001086	1.104994	1191.988052	1176.784160	False	323.260010	error	nan	3.687397	3.640364
VDC	0.042087	2022-07-24	39	0.001058	1.102135	78.145570	43.943198	False	178.809998	error	nan	0.437031	0.245754
PXD	0.100310	2022-09-18	95	0.001007	1.096994	969.327952	992.574433	False	264.549988	Energy	SP500	3.664063	3.751935
VDE	0.099494	2022-09-18	95	0.000999	1.096206	174.193511	183.734248	False	117.059998	error	nan	1.488070	1.569573
MUSA	0.061104	2022-08-14	60	0.000989	1.095206	734.658523	887.264018	False	233.460007	Consumer Cyclical	SP400	3.146828	3.800497
DVN	0.097542	2022-09-18	95	0.000980	1.094321	79.151000	110.385769	False	70.589996	Energy	SP500	1.121278	1.563759
DINO	0.070160	2022-08-28	74	0.000917	1.087958	70.467720	72.439716	False	52.709999	Energy	SP400	1.336895	1.374307
MTDR	0.089332	2022-09-18	95	0.000901	1.086393	59.493004	61.393550	False	61.389999	Energy	SP400	0.969099	1.000058
CVX	0.082801	2022-09-18	95	0.000838	1.080085	165.408395	129.424147	False	167.550003	Energy	SP500	0.987218	0.772451
ACC	0.026344	2022-07-17	32	0.000813	1.077625	18.106531	12.470131	False	64.419998	error	SP400	0.281070	0.193575
SWX	0.048709	2022-08-14	60	0.000793	1.075649	42.239784	48.015148	False	87.040001	Utilities	SP400	0.485292	0.551645
MCK	0.063146	2022-09-04	81	0.000756	1.072024	494.614313	651.709317	False	306.519989	Healthcare	SP500	1.613645	2.126156
COP	0.073263	2022-09-18	95	0.000745	1.070869	156.209939	161.169931	False	111.489998	Energy	SP500	1.401112	1.445600
SLY	0.045324	2022-08-14	60	0.000739	1.070331	66.840570	58.040468	False	80.730003	error	nan	0.827952	0.718945
HRB	0.039744	2022-08-07	53	0.000736	1.069995	8.086119	7.483224	False	34.380001	Consumer Cyclical	SP400	0.235198	0.217662
MDYG	0.044351	2022-08-14	60	0.000724	1.068804	39.399144	32.975028	False	61.660000	error	nan	0.638974	0.534788
VOX	0.062358	2022-09-11	88	0.000688	1.065283	106.360931	94.433444	False	92.730003	error	nan	1.146996	1.018370
MTOR	0.017132	2022-07-10	25	0.000680	1.064507	14.849095	9.028333	False	36.000000	Consumer Cyclical	SP600	0.412475	0.250787
TWI	0.065482	2022-09-18	95	0.000668	1.063350	5.318454	8.324358	False	19.150000	Industrials	SP600	0.277726	0.434692
VHT	0.040743	2022-08-14	60	0.000666	1.063146	275.740090	236.083616	False	220.690002	error	nan	1.249445	1.069752
VLO	0.060260	2022-09-18	95	0.000616	1.058303	275.433175	336.448620	False	133.750000	Energy	SP500	2.059313	2.515504
Y	0.030870	2022-08-07	53	0.000574	1.054192	6331.714207	10213.949083	False	832.000000	Financial Services	SP400	7.610233	12.276381
MPC	0.033797	2022-08-28	74	0.000449	1.042189	140.594809	186.039339	False	102.669998	Energy	SP500	1.369386	1.812013
SPTM	0.033776	2022-08-28	74	0.000449	1.042163	14.411596	10.263316	False	46.099998	error	nan	0.312616	0.222632
VFH	0.033377	2022-08-28	74	0.000444	1.041663	50.450414	37.843918	False	76.820000	error	nan	0.656735	0.492631
SPY	0.031070	2022-08-28	74	0.000414	1.038772	944.421057	678.950227	False	373.869995	error	nan	2.526068	1.816006
BANF	-0.003024	2022-08-07	53	-0.000057	0.994757	57.955677	39.112075	False	91.309998	error	SP600	0.634713	0.428344